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1 October 2008 The characteristic polynomial of a random unitary matrix: A probabilistic approach
P. Bourgade, C. P. Hughes, A. Nikeghbali, M. Yor
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Duke Math. J. 145(1): 45-69 (1 October 2008). DOI: 10.1215/00127094-2008-046

Abstract

In this article, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin-Fourier transform of such a random polynomial, first obtained by Keating and Snaith in [8] using a simple recursion formula, and from there we are able to obtain the joint law of its radial and angular parts in the complex plane. In particular, we show that the real and imaginary parts of the logarithm of the characteristic polynomial of a random unitary matrix can be represented in law as the sum of independent random variables. From such representations, the celebrated limit theorem obtained by Keating and Snaith in [8] is now obtained from the classical central limit theorems of probability theory, as well as some new estimates for the rate of convergence and law of the iterated logarithm-type results

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P. Bourgade. C. P. Hughes. A. Nikeghbali. M. Yor. "The characteristic polynomial of a random unitary matrix: A probabilistic approach." Duke Math. J. 145 (1) 45 - 69, 1 October 2008. https://doi.org/10.1215/00127094-2008-046

Information

Published: 1 October 2008
First available in Project Euclid: 17 September 2008

zbMATH: 1155.15025
MathSciNet: MR2451289
Digital Object Identifier: 10.1215/00127094-2008-046

Subjects:
Primary: 15A52
Secondary: 60F05, 60F15

Rights: Copyright © 2008 Duke University Press

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Vol.145 • No. 1 • 1 October 2008
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