The extremal landscape for the C $\beta $ E ensemble

We consider the extremes of the logarithm of the characteristic polynomial of matrices from the C $\beta $ E ensemble. We prove convergence in distribution of the centered maxima (of the real and imaginary parts) toward the sum of a Gumbel variable and another independent variable, which we cha...

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Main Authors: Elliot Paquette, Ofer Zeitouni
Format: Article
Language:English
Published: Cambridge University Press 2025-01-01
Series:Forum of Mathematics, Sigma
Subjects:
Online Access:https://www.cambridge.org/core/product/identifier/S2050509424001294/type/journal_article
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author Elliot Paquette
Ofer Zeitouni
author_facet Elliot Paquette
Ofer Zeitouni
author_sort Elliot Paquette
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description We consider the extremes of the logarithm of the characteristic polynomial of matrices from the C $\beta $ E ensemble. We prove convergence in distribution of the centered maxima (of the real and imaginary parts) toward the sum of a Gumbel variable and another independent variable, which we characterize as the total mass of a ‘derivative martingale’. We also provide a description of the landscape near extrema points.
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series Forum of Mathematics, Sigma
spelling doaj-art-a1b95f1a928f468eb1cfc481b8473bac2025-01-16T21:48:28ZengCambridge University PressForum of Mathematics, Sigma2050-50942025-01-011310.1017/fms.2024.129The extremal landscape for the C $\beta $ E ensembleElliot Paquette0https://orcid.org/0000-0003-4156-6687Ofer Zeitouni1https://orcid.org/0000-0002-2520-1525Department of Mathematics and Statistics, McGill University, Burnside Hall 925, 805 Sherbrooke Street West, Montreal, Quebec H3A 0B9, Canada; E-mail:Department of Mathematics, Weizmann Institute, 207 Herzl Street, Rehovot 76100, IsraelWe consider the extremes of the logarithm of the characteristic polynomial of matrices from the C $\beta $ E ensemble. We prove convergence in distribution of the centered maxima (of the real and imaginary parts) toward the sum of a Gumbel variable and another independent variable, which we characterize as the total mass of a ‘derivative martingale’. We also provide a description of the landscape near extrema points.https://www.cambridge.org/core/product/identifier/S2050509424001294/type/journal_article15A5260G70
spellingShingle Elliot Paquette
Ofer Zeitouni
The extremal landscape for the C $\beta $ E ensemble
Forum of Mathematics, Sigma
15A52
60G70
title The extremal landscape for the C $\beta $ E ensemble
title_full The extremal landscape for the C $\beta $ E ensemble
title_fullStr The extremal landscape for the C $\beta $ E ensemble
title_full_unstemmed The extremal landscape for the C $\beta $ E ensemble
title_short The extremal landscape for the C $\beta $ E ensemble
title_sort extremal landscape for the c beta e ensemble
topic 15A52
60G70
url https://www.cambridge.org/core/product/identifier/S2050509424001294/type/journal_article
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