Related papers: Mod-Gaussian convergence and the value distributio…

We introduce a new type of convergence in probability theory, which we call ``mod-Gaussian convergence''. It is directly inspired by theorems and conjectures, in random matrix theory and number theory, concerning moments of values of…

We prove mod-Gaussian convergence for a Dirichlet polynomial which approximates $\operatorname{Im}\log\zeta(1/2+it)$. This Dirichlet polynomial is sufficiently long to deduce Selberg's central limit theorem with an explicit error term.…

Building on earlier work introducing the notion of "mod-Gaussian" convergence of sequences of random variables, which arises naturally in Random Matrix Theory and number theory, we discuss the analogue notion of "mod-Poisson" convergence.…

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

We investigate the distribution of the logarithmic derivative of the Riemann zeta-function on the line Re(s)=\sigma, where \sigma, lies in a certain range near the critical line \sigma=1/2. For such \sigma, we show that the distribution of…

Assuming the Riemann hypothesis and Montgomery's Pair Correlation Conjecture, we investigate the distribution of the sequences $(\log|\zeta(\rho+z)|)$ and $(\arg\zeta(\rho+z)).$ Here $\rho=\frac12+i\gamma$ runs over the nontrivial zeros of…

We study the distribution of large (and small) values of several families of $L$-functions on a line $\text{Re(s)}=\sigma$ where $1/2<\sigma<1$. We consider the Riemann zeta function $\zeta(s)$ in the $t$-aspect, Dirichlet $L$-functions in…

We prove that if $\omega$ is uniformly distributed on $[0,1]$, then as $T\to\infty$, $t\mapsto \zeta(i\omega T+it+1/2)$ converges to a non-trivial random generalized function, which in turn is identified as a product of a very well behaved…

In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.

In recent work, Fyodorov and Keating conjectured the maximum size of $|\zeta(1/2+it)|$ in a typical interval of length O(1) on the critical line. They did this by modelling the zeta function by the characteristic polynomial of a random…

In this paper we complete our understanding of the role played by the limiting (or residue) function in the context of mod-Gaussian convergence. The question about the probabilistic interpretation of such functions was initially raised by…

We review recent progress relating to the extreme value statistics of the characteristic polynomials of random matrices associated with the classical compact groups, and of the Riemann zeta-function and other $L$-functions, in the context…

Assuming the Riemann hypothesis, we obtain upper and lower bounds for moments of the Riemann zeta-function averaged over the extreme values between its zeros on the critical line. Our bounds are very nearly the same order of magnitude. The…

We derive a Gaussian approximation result for the maximum of a sum of random vectors under $(2+\iota)$-th moments. Our main theorem is abstract and nonasymptotic, and can be applied to a variety of statistical learning problems. The proof…

Let $t$ be random and uniformly distributed in the interval $[T,2T]$, and consider the quantity $N(t+1/\log T) - N(t)$, a count of zeros of the Riemann zeta function in a box of height $1/\log T$. Conditioned on the Riemann hypothesis, we…

This paper establishes sharp dimension-free concentration and expectation bounds for the deviation of a sample cross-covariance matrix from its mean. For sub-Gaussian random vectors, we prove a high-probability operator-norm bound governed…

In the present paper, we show that under the Riemann hypothesis, and for fixed $h, \epsilon > 0$, the supremum of the real and the imaginary parts of $\log \zeta (1/2 + it)$ for $t \in [UT -h, UT + h]$ are in the interval $[(1-\epsilon)…

We investigate the second moment of a random sampling $\zeta(1/2+iX_t)$ of the Riemann zeta function on the critical line. Our main result states that if $X_t$ is an increasing random sampling with gamma distribution, then for all…

In this note, we characterize the limiting functions in mod-Gausssian convergence; our approach sheds a new light on the nature of mod-Gaussian convergence as well. Our results in fact more generally apply to mod-* convergence, where *…

Assuming the Riemann Hypothesis we obtain an upper bound for the moments of the Riemann zeta-function on the critical line. Our bound is nearly as sharp as the conjectured asymptotic formulae for these moments. The method extends to moments…