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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…

Probability · Mathematics 2026-02-18 Giorgio Cipolloni , Benjamin Landon

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…

Probability · Mathematics 2016-09-21 Louis-Pierre Arguin , David Belius , Paul Bourgade

We compute the second order asymptotics of the maximum of the absolute value of the log-characteristic polynomial of random Jacobi matrices whose coefficients satisfy some exponential integrability condition. In particular, by the…

Probability · Mathematics 2025-12-16 Fanny Augeri , Ofer Zeitouni

We determine the leading order of the maximum of the random potential associated to a two-dimensional Coulomb gas for general $\beta$ and general confinement potential, extending the recent result of Lambert-Lebl\'e-Zeitouni. In the case…

Probability · Mathematics 2024-03-04 Luke Peilen

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…

Mathematical Physics · Physics 2016-09-28 Yan V. Fyodorov , Nicholas J. Simm

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.…

Probability · Mathematics 2021-04-13 Gaultier Lambert , Elliot Paquette

We prove a slightly sharper version of a result of Rider and Vir\'ag who proved that after centering, the logarithm of the absolute value of the characteristic polynomial of the Ginibre ensemble converges in law to the Gaussian Free Field…

Probability · Mathematics 2015-08-03 Christian Webb

We study the moments of the absolute characteristic polynomial of the real elliptic ensemble, including the case of the real Ginibre ensemble. We obtain asymptotics for all integral moments inside the real bulk to order 1 + o(1). In…

Probability · Mathematics 2024-10-11 Pax Kivimae

We determine to leading order the maximum of the characteristic polynomial for Wigner matrices and $\beta$-ensembles. In the special case of Gaussian-divisible Wigner matrices, our method provides universality of the maximum up to…

Probability · Mathematics 2024-08-13 Paul Bourgade , Patrick Lopatto , Ofer Zeitouni

In this article we study the large $N$ asymptotics of complex moments of the absolute value of the characteristic polynomial of a $N\times N$ complex Ginibre random matrix with the characteristic polynomial evaluated at a point in the unit…

Probability · Mathematics 2018-12-26 Christian Webb , Mo Dick Wong

We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary…

Mathematical Physics · Physics 2025-04-18 Bhargavi Jonnadula , Jon Keating , Francesco Mezzadri

We study the characteristic polynomial $p_{n}(x)=\prod_{j=1}^{n}(|z_{j}|-x)$ where the $z_{j}$ are drawn from the Mittag-Leffler ensemble, i.e. a two-dimensional determinantal point process which generalizes the Ginibre point process. We…

Mathematical Physics · Physics 2022-05-24 Sung-Soo Byun , Christophe Charlier

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…

Probability · Mathematics 2012-11-19 Gabriel H. Tucci , Philip A. Whiting

We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of the complex plane where their real parts reach their maximum value. This maximum follows the Gumbel distribution and that these extreme…

Probability · Mathematics 2022-10-26 Giorgio Cipolloni , László Erdős , Dominik Schröder , Yuanyuan Xu

Let $P_N$ be a uniform random $N\times N$ permutation matrix and let $\chi_N(z)=\det(zI_N- P_N)$ denote its characteristic polynomial. We prove a law of large numbers for the maximum modulus of $\chi_N$ on the unit circle, specifically, \[…

Probability · Mathematics 2018-06-21 Nicholas Cook , Ofer Zeitouni

We calculate the average of two characteristic polynomials for the real Ginibre ensemble of asymmetric random matrices, and its chiral counterpart. Considered as quadratic forms they determine a skew-symmetric kernel from which all complex…

Mathematical Physics · Physics 2009-11-10 G. Akemann , M. J. Phillips , H. -J. Sommers

We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of…

Mathematical Physics · Physics 2020-06-02 Alfredo Deaño , Nick Simm

The real Ginibre spherical ensemble consists of random matrices of the form $A B^{-1}$, where $A,B$ are independent standard real Gaussian $N \times N$ matrices. The expected number of real eigenvalues is known to be of order $\sqrt{N}$. We…

Mathematical Physics · Physics 2025-08-07 Peter J. Forrester

We obtain large n asymptotics for products of powers of the absolute values of the characteristic polynomials in the Gaussian Unitary Ensemble of n\times n matrices. Our results can also be interpreted as asymptotics of the determinant of a…

Mathematical Physics · Physics 2007-06-21 I. V. Krasovsky

Using well-known facts on Jacobi polynomials, we derive some asymptotic estimates for the maximum absolute value of generalized Gegenbauer polynomials.

Classical Analysis and ODEs · Mathematics 2016-02-15 Roman Veprintsev
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