Projects per year

## Abstract

Denoting by P_{N}(A, θ) = det (I- Ae^{-} ^{i} ^{θ}) the characteristic polynomial on the unit circle in the complex plane of an N× N random unitary matrix A, we calculate the kth moment, defined with respect to an average over A∈ U(N) , of the random variable corresponding to the 2 βth moment of P_{N}(A, θ) with respect to the uniform measure dθ2π, for all k, β∈ N. These moments of moments have played an important role in recent investigations of the extreme value statistics of characteristic polynomials and their connections with log-correlated Gaussian fields. Our approach is based on a new combinatorial representation of the moments using the theory of symmetric functions, and an analysis of a second representation in terms of multiple contour integrals. Our main result is that the moments of moments are polynomials in N of degree k^{2}β^{2}- k+ 1. This resolves a conjecture of Fyodorov and Keating (Philos Trans R Soc A 372(2007):20120503, 2014) concerning the scaling of the moments with N as N→ ∞, for k, β∈ N. Indeed, it goes further in that we give a method for computing these polynomials explicitly and obtain a general formula for the leading coefficient.

Original language | English |
---|---|

Number of pages | 38 |

Journal | Communications in Mathematical Physics |

DOIs | |

Publication status | Published - 5 Jul 2019 |

## Fingerprint Dive into the research topics of 'On the Moments of the Moments of the Characteristic Polynomials of Random Unitary Matrices'. Together they form a unique fingerprint.

## Projects

- 1 Active