English

Maximum of the characteristic polynomial of the Ginibre ensemble

Probability 2020-08-26 v3

Abstract

We compute the leading asymptotics of the maximum of the (centered) logarithm of the absolute value of the characteristic polynomial, denoted ΨN\Psi_N, of the Ginibre ensemble as the dimension NN of the random matrix tends to infinity. The method relies on the log-correlated structure of the field ΨN\Psi_N and we obtain the lower-bound for the maximum by constructing a family of Gaussian multiplicative chaos measures associated with certain regularization of ΨN\Psi_N at small mesoscopic scales. We also obtain the leading asymptotics for the dimensions of the sets of thick points and verify that they are consistent with the predictions coming from the Gaussian Free Field. A key technical input is the approach from Ameur-Hedenmalm-Makarov to derive the necessary asymptotics, as well as the results from Webb-Wong.

Keywords

Cite

@article{arxiv.1902.01983,
  title  = {Maximum of the characteristic polynomial of the Ginibre ensemble},
  author = {Gaultier Lambert},
  journal= {arXiv preprint arXiv:1902.01983},
  year   = {2020}
}

Comments

Typos corrected and some proofs have been clarified thanks to the referee's comments. 3 figures and references added. The appendix on the second moment of the characteristic polynomial have been removed since this result is already in the work of Akemann-Vernizzi [1]. Version accepted for publication in Comm. Math. Phys