• DOI:10.1007/s00220-019-03503-7
• Corpus ID: 119709429

On the Moments of the Moments of the Characteristic Polynomials of Random Unitary Matrices

@article{Bailey2018OnTM,
  title={On the Moments of the Moments of the Characteristic Polynomials of Random Unitary Matrices},
  author={E. C. Bailey and Jonathan P. Keating},
  journal={Communications in Mathematical Physics},
  year={2018},
  volume={371},
  pages={689 - 726}
}

• E. Bailey, J. Keating
• Published 17 July 2018
• Mathematics
• Communications in Mathematical Physics

Denoting by PN(A,θ)=det(I-Ae-iθ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$P_N(A,\theta )=\det (I-Ae^{-i\theta })$$\end{document} the characteristic polynomial on the unit circle in the complex plane of an N×N\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$N\times N$$\end{document} random unitary matrix A, we calculate the kth moment, defined with respect to an average over A∈U(N)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$A\in U(N)$$\end{document}, of the random variable corresponding to the 2β\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$2\beta $$\end{document}th moment of PN(A,θ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$P_N(A,\theta )$$\end{document} with respect to the uniform measure dθ2π\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{d\theta }{2\pi }$$\end{document}, for all k,β∈N\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k, \beta \in \mathbb {N}$$\end{document} . 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 k2β2-k+1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k^2\beta ^2-k+1$$\end{document}. 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→∞\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$N\rightarrow \infty $$\end{document}, for k,β∈N\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k,\beta \in \mathbb {N}$$\end{document}. Indeed, it goes further in that we give a method for computing these polynomials explicitly and obtain a general formula for the leading coefficient.