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Since the seminal work of Keating and Snaith, the characteristic polynomial of a random Haar-distributed unitary matrix has seen several of its functional studied or turned into a conjecture; for instance: $ \bullet $ its value in $1$…

Probability · Mathematics 2020-11-05 Yacine Barhoumi-Andréani

In this paper, using techniques developed in our earlier works on the theory of mod-Gaussian convergence, we prove precise moderate and large deviation results for the logarithm of the characteristic polynomial of a random unitary matrix.…

Probability · Mathematics 2022-02-18 Pierre-Loïc Méliot , Ashkan Nikeghbali

Keating and Snaith showed that the $2k^{th}$ absolute moment of the characteristic polynomial of a random unitary matrix evaluated on the unit circle is given by a polynomial of degree $k^2$. In this article, uniform asymptotics for the…

Mathematical Physics · Physics 2015-05-19 Ghaith A. Hiary , Michael O. Rubinstein

We study the characteristic polynomial of Haar distributed random unitary matrices. We show that after a suitable normalization, as one increases the size of the matrix, powers of the absolute value of the characteristic polynomial as well…

Probability · Mathematics 2015-10-05 Christian Webb

We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process…

Probability · Mathematics 2018-08-07 Reda Chhaibi , Joseph Najnudel , Ashkan Nikeghbali

The Keating-Snaith central limit theorem proves that $\Lambda_N(A)=\log\det(I-A)$, for randomly drawn $A\in \operatorname{U}(N)$, suitably normalised, tends to a complex Gaussian random variable in the large $N$ limit. The deviations of the…

Mathematical Physics · Physics 2025-10-02 E. Bailey , S. Ortiz

We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…

Probability · Mathematics 2013-09-17 Kim Dang , Dirk Zeindler

We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keating-Snaith for the Riemann zeta function, via the analogy…

Probability · Mathematics 2007-07-24 Ashkan Nikeghbali , Marc Yor

A combinatorial interpretation is provided for the moments of characteristic polynomials of random unitary matrices. This leads to a rather unexpected consequence of the Keating and Snaith conjecture: the moments of $\mid\xi(1/2+it)\mid$…

Mathematical Physics · Physics 2007-05-23 E Strahov

This paper describes an algorithm which computes the characteristic polynomial of a matrix over a field within the same asymptotic complexity, up to constant factors, as the multiplication of two square matrices. Previously, this was only…

Symbolic Computation · Computer Science 2021-04-12 Vincent Neiger , Clément Pernet

Recently, Keating and the second author of this paper devised a heuristic for predicting asymptotic formulas for moments of the Riemann zeta-function $\zeta(s)$. Their approach indicates how lower twisted moments of $\zeta(s)$ may be used…

Number Theory · Mathematics 2025-03-28 Siegfred Baluyot , Brian Conrey

We calculate joint moments of the characteristic polynomial of a random unitary matrix from the circular unitary ensemble and its derivative in the case that the power in the moments is an odd positive integer. The calculations are carried…

Probability · Mathematics 2015-05-30 B. Winn

Let $U\in U(N)$ be a random unitary matrix of size $N$, distributed with respect to the Haar measure on $U(N)$. Let $P(z)=P_U(z)$ be the characteristic polynomial of $U$. We prove that for $z$ close to the unit circle, $ \frac{P'}{P}(z) $…

Number Theory · Mathematics 2024-10-29 Fan Ge

Following the work of Conrey, Rubinstein and Snaith and Forrester and Witte we examine a mixed moment of the characteristic polynomial and its derivative for matrices from the unitary group U(N) (also known as the CUE) and relate the moment…

We consider the $n$-correlation of eigenvalues of random unitary matrices in the alternative form that is not the tidy determinant common in random matrix theory, but rather the expression derived from averages of ratios of characteristic…

Mathematical Physics · Physics 2024-12-18 Patrik Demjan , N. C. Snaith

We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…

Probability · Mathematics 2018-09-17 Valentin Bahier

In this paper, we investigate the extremal values of (the logarithm of) the characteristic polynomial of a random unitary matrix whose spectrum is distributed according the Circular Beta Ensemble (C$\beta$E). More precisely, if $X_n$ is…

Probability · Mathematics 2018-11-14 Reda Chhaibi , Thomas Madaule , Joseph Najnudel

We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…

Probability · Mathematics 2019-02-05 Reda Chhaibi , Emma Hovhannisyan , Joseph Najnudel , Ashkan Nikeghbali , Brad Rodgers

We provide a combinatorial derivation of an asymptotic formula for averages of mixed ratios of characteristic polynomials over the unitary group, where mixed ratios are products of ratios and/or logarithmic derivatives. Our proof of this…

Combinatorics · Mathematics 2018-05-21 Helen Riedtmann

We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…

Combinatorics · Mathematics 2025-12-05 Quentin François
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