Limit theorems for orthogonal polynomials related to circular ensembles
Probability
2013-02-27 v1
Abstract
For a natural extension of the circular unitary ensemble of order n, we study as n tends to infinity, the asymptotic behavior of the sequence of orthogonal polynomials with respect to the spectral measure. The last term of this sequence is the characteristic polynomial. After taking logarithm and rescaling, we obtain a process indexed by t in [0,1]. We show that it converges to a deterministic limit, and we describe the fluctuations and the large deviations.
Cite
@article{arxiv.1302.6501,
title = {Limit theorems for orthogonal polynomials related to circular ensembles},
author = {Joseph Najnudel and Ashkan Nikeghbali and Alain Rouault},
journal= {arXiv preprint arXiv:1302.6501},
year = {2013}
}
Comments
31 pages