English

Moments of Moments and Branching Random Walks

Mathematical Physics 2021-01-15 v2 math.MP Probability

Abstract

We calculate, for a branching random walk Xn(l)X_n(l) to a leaf ll at depth nn on a binary tree, the positive integer moments of the random variable 12nl=12ne2βXn(l)\frac{1}{2^{n}}\sum_{l=1}^{2^n}e^{2\beta X_n(l)}, for βR\beta\in\mathbb{R}. We obtain explicit formulae for the first few moments for finite nn. In the limit nn\to\infty, our expression coincides with recent conjectures and results concerning the moments of moments of characteristic polynomials of random unitary matrices, supporting the idea that these two problems, which both fall into the class of logarithmically correlated Gaussian random fields, are related to each other.

Keywords

Cite

@article{arxiv.2008.09536,
  title  = {Moments of Moments and Branching Random Walks},
  author = {E. C. Bailey and J. P. Keating},
  journal= {arXiv preprint arXiv:2008.09536},
  year   = {2021}
}

Comments

26 pages, version published in Journal of Statistical Physics