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arxiv: 1607.00243 · v2 · pith:XEI2MUVInew · submitted 2016-07-01 · 🧮 math.PR · math-ph· math.CA· math.CV· math.MP

On the maximum of the CβE field

classification 🧮 math.PR math-phmath.CAmath.CVmath.MP
keywords betacharacteristicfieldfracmathbbmathcalpolynomialrandom
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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 this characteristic polynomial and $\mathbb{U}$ the unit circle, we prove that: $$\sup_{z \in \mathbb{U} } \Re \log X_n(z) = \sqrt{\frac{2}{\beta}} \left(\log n - \frac{3}{4} \log \log n + \mathcal{O}(1) \right)\ ,$$ as well as an analogous statement for the imaginary part. The notation $\mathcal{O}(1)$ means that the corresponding family of random variables, indexed by $n$, is tight. This answers a conjecture of Fyodorov, Hiary and Keating, originally formulated for the case where $\beta$ equals to $2$, which corresponds to the CUE field.

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