On the maximum of the C$\beta$E field
Probability
2018-11-14 v2 Mathematical Physics
Classical Analysis and ODEs
Complex Variables
math.MP
Abstract
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 (CE). More precisely, if is this characteristic polynomial and the unit circle, we prove that: as well as an analogous statement for the imaginary part. The notation means that the corresponding family of random variables, indexed by , is tight. This answers a conjecture of Fyodorov, Hiary and Keating, originally formulated for the case where equals to , which corresponds to the CUE field.
Cite
@article{arxiv.1607.00243,
title = {On the maximum of the C$\beta$E field},
author = {Reda Chhaibi and Thomas Madaule and Joseph Najnudel},
journal= {arXiv preprint arXiv:1607.00243},
year = {2018}
}
Comments
74 pages ; v1: Preliminary version; v2: Submitted version