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On the interim statistics for compact group characteristic polynomials and their derivatives

Published 2 months agoVersion 1arXiv:2510.00675

Authors

E. Bailey, S. Ortiz

Categories

math-phmath.PR

Abstract

The Keating-Snaith central limit theorem proves that $Λ_N(A)=\log\det(I-A)$, for randomly drawn $A\in \operatorname{U}(N)$, suitably normalised, tends to a complex Gaussian random variable in the large $N$ limit. The deviations of the real and imaginary parts of $Λ_N(A)$, on the scale of a positive $k$th multiple of the variance, are known to be Gaussian but with a multiplicative perturbation in the form of the $2k$th moment coefficient. Here we study the interpolating regime by allowing $k=k(N)$ for both $\operatorname{Re}(Λ_N(A))$ and $\operatorname{Im}(Λ_N(A))$. Additionally our methods apply to the logarithm of the derivative of the characteristic polynomial evaluated at an eigenvalue of $A$.

On the interim statistics for compact group characteristic polynomials and their derivatives

2 months ago
v1
2 authors

Categories

math-phmath.PR

Abstract

The Keating-Snaith central limit theorem proves that $Λ_N(A)=\log\det(I-A)$, for randomly drawn $A\in \operatorname{U}(N)$, suitably normalised, tends to a complex Gaussian random variable in the large $N$ limit. The deviations of the real and imaginary parts of $Λ_N(A)$, on the scale of a positive $k$th multiple of the variance, are known to be Gaussian but with a multiplicative perturbation in the form of the $2k$th moment coefficient. Here we study the interpolating regime by allowing $k=k(N)$ for both $\operatorname{Re}(Λ_N(A))$ and $\operatorname{Im}(Λ_N(A))$. Additionally our methods apply to the logarithm of the derivative of the characteristic polynomial evaluated at an eigenvalue of $A$.

Authors

E. Bailey, S. Ortiz

arXiv ID: 2510.00675
Published Oct 1, 2025

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