The characteristic polynomial on compact groups with Haar measure : some equalities in law

Given a word $w(x_{1},\ldots,x_{r})$, i.e., an element in the free group on $r$ elements, and an integer $d\geq1$, we study the characteristic polynomial of the random matrix $w(X_{1},\ldots,X_{r})$, where $X_{i}$ are Haar-random independent $d\times d$ unitary matrices. If $c_{m}(X)$ denotes the $m$-th coefficient of the characteristic polynomial of $X$, our main theorem implies that there is a positive constant $\epsilon(w)$, depending only on $w$, such that \[ \left|\mathb...

Products of shifted characteristic polynomials, and ratios of such products, averaged over the classical compact groups are of great interest to number theorists as they model similar averages of L-functions in families with the same symmetry type as the compact group. We use Toeplitz and Toeplitz plus Hankel operators and the identities of Borodin - Okounkov, Case - Geronimo, and Basor - Erhardt to prove that, in certain cases, these unitary averages factor as polynomials in...

We study the characteristic polynomial of Haar distributed random unitary matrices. We show that after a suitable normalization, as one increases the size of the matrix, powers of the absolute value of the characteristic polynomial as well as powers of the exponential of its argument converge in law to a Gaussian multiplicative chaos measure for small enough real powers. This establishes a connection between random matrix theory and the theory of Gaussian multiplicative chaos...

The framework of spherical transforms and P\'olya ensembles is of utility in deriving structured analytic results for sums and products of random matrices in a unified way. In the present work, we will carry over this framework to study products of unitary matrices. Those are not distributed via the Haar measure, but still are drawn from distributions where the eigenvalue and eigenvector statistics factorise. They include the circular Jacobi ensemble, known in relation to the...

Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices drawn from the Circular Unitary Ensemble and other Circular Ensembles related to the classical compact groups. The reason is that they enable the derivation of exact formulae, which then provide a route to calculating the large-matrix asymptoti...

We revisit the work of the first named author and using simpler algebraic arguments we calculate integrals of polynomial functions with respect to the Haar measure on the unitary group U(d). The previous result provided exact formulas only for 2d bigger than the degree of the integrated polynomial and we show that these formulas remain valid for all values of d. Also, we consider the integrals of polynomial functions on the orthogonal group O(d) and the symplectic group Sp(d)...

We consider the group M of all polynomial matrices U(z) = U0 + U1*z + U2*z*z +...+Uk*z*...*z, k=0,1,... that satisfy equation U(z)*D*U(z)" = D with the diagonal n*n matrix D=diag{-1,1,1,...1}. Here n > 1, U(z)" = U0" + U1"*z + U2"*z*z + ..., and symbol A" for a constant matrix A denotes the Hermitiean conjugate of A. We show that the subgroup M0 of those U(z) in M, that are normalized by the condition U(0)=I, is the free product of certain groups. The matrices in each group-m...

We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary Ensemble, but discuss other Hermitian ensembles as well. We employ a novel approach to calculate asymptotic formulae for the moments, enabling us to uncover subtle structure not apparent in previous approaches.

Let $U\in U(N)$ be a random unitary matrix of size $N$, distributed with respect to the Haar measure on $U(N)$. Let $P(z)=P_U(z)$ be the characteristic polynomial of $U$. We prove that for $z$ close to the unit circle, $ \frac{P'}{P}(z) $ can be approximated using zeros of $P$ very close to $z$, with a typically controllable error term. This is an analogue of a result of Selberg for the Riemann zeta-function. We also prove a mesoscopic central limit theorem for $ \frac{P'}{P}...

In this paper, using techniques developed in our earlier works on the theory of mod-Gaussian convergence, we prove precise moderate and large deviation results for the logarithm of the characteristic polynomial of a random unitary matrix. In the case where the unitary matrix is chosen according to the Haar measure, the logarithms of the probabilities of fluctuations of order $A=O(N)$ of the logarithm of the characteristic polynomial have been estimated by Hughes, Keating and ...