Related papers: Maximum of the characteristic polynomial for a ran…

It was recently conjectured by Fyodorov, Hiary and Keating that the maximum of the characteristic polynomial on the unit circle of a $N\times N$ random unitary matrix sampled from the Haar measure grows like $CN/(\log N)^{3/4}$ for some…

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…

Motivated by recently discovered relations between logarithmically correlated Gaussian processes and characteristic polynomials of large random $N \times N$ matrices $H$ from the Gaussian Unitary Ensemble (GUE), we consider the problem of…

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…

In this paper we study the asymptotic behavior of the maximum magnitude of a complex random polynomial with i.i.d. uniformly distributed random roots on the unit circle. More specifically, let $\{n_k\}_{k=1}^{\infty}$ be an infinite…

We compute the leading asymptotics of the maximum of the (centered) logarithm of the absolute value of the characteristic polynomial, denoted $\Psi_N$, of the Ginibre ensemble as the dimension $N$ of the random matrix tends to infinity. The…

Let U(N) denote the maximal length of arithmetic progressions in a random uniform subset of {0,1}^N. By an application of the Chen-Stein method, we show that U(N)- 2 log(N)/log(2) converges in law to an extreme type (asymmetric)…

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…

For $X(n)$ a Steinhaus random multiplicative function, we study the maximal size of the random Dirichlet polynomial $$ D_N(t) = \frac1{\sqrt{N}} \sum_{n \leq N} X(n) n^{it}, $$ with $t$ in various ranges. In particular, for fixed $C>0$ and…

We compute the leading asymptotics as $N\to\infty$ of the maximum of the field $Q_N(q)= \log\det|q- A_N|$, $q\in \mathbb{C}$, for any unitarily invariant Hermitian random matrix $A_N$ associated to a non-critical real-analytic potential.…

In this paper, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin Fourier transform of such a random polynomial, first obtained by Keating and Snaith, using a…

Suppose $\left \{ X_{i,k}; 1\le i \le p, 1\le k \le n \right \} $ is an array of i.i.d.~real random variables. Let $\left \{ p=p_{n}; n \ge1 \right \} $ be positive integers. Consider the maximum interpoint distance $M_{n}=\max_{1\le i<…

We compute the leading order asymptotic of the maximum of the characteristic polynomial for i.i.d. matrices with real or complex entries. In particular, this result is new even for real Ginibre matrices, which was left as an open problem in…

Given positive integers $n$ and $m$, let $p_n(m)$ be the probability that a uniform random permutation of $[n]$ has order exactly $m$. We show that, as $n \to \infty$, the maximum of $p_n(m)$ over all $m$ is asymptotic to $1/n$, the…

In this paper, we are interested in the moments of the characteristic polynomial $Z_n(x)$ of the $n\times n$ permutation matrices with respect to the uniform measure. We use a combinatorial argument to write down the generating function of…

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,…

Let $p_n$ be the characteristic polynomial of an $n \times n$ random matrix drawn from one of the compact classical matrix groups. We show that the critical points of $p_n$ converge to the uniform distribution on the unit circle as $n$…

This note presents some equalities in law for $Z_N:=\det(\Id-G)$, where $G$ is an element of a subgroup of the set of unitary matrices of size $N$, endowed with its unique probability Haar measure. Indeed, under some general conditions,…

In this paper, we study random walks evolving on Z in a dynamic random environment that we assume to have time correlations that decrease polynomially fast. We show a law of large numbers by generalizing methods already used for the…

We study the statistics of the largest eigenvalue lambda_max of N x N random matrices with unit variance, but power-law distributed entries, P(M_{ij})~ |M_{ij}|^{-1-mu}. When mu > 4, lambda_max converges to 2 with Tracy-Widom fluctuations…