TY - JOUR
T1 - Freezing transitions and extreme values:
T2 - random matrix theory, zeta (1/2+it) and disordered landscapes
AU - Fyodorov, Yan
AU - Keating, Jonathan P.
PY - 2014/1/28
Y1 - 2014/1/28
N2 - We argue that the freezing transition scenario, previously conjectured to occur in the statistical mechanics of 1/f-noise random energy models, governs, after reinterpretation, the value distribution of the maximum of the modulus of the characteristic polynomials pN(θ) of large N×N random unitary (circular unitary ensemble) matrices UN; i.e. the extreme value statistics of pN(θ) when N∞. In addition, we argue that it leads to multi-fractal-like behaviour in the total length μN(x) of the intervals in which |pN(θ)|>Nx,x>0, in the same limit. We speculate that our results extend to the large values taken by the Riemann zeta function ζ(s) over stretches of the critical line s=1/2+it of given constant length and present the results of numerical computations of the large values of s(1/2+it) . Our main purpose is to draw attention to the unexpected connections between these different extreme value problems.
AB - We argue that the freezing transition scenario, previously conjectured to occur in the statistical mechanics of 1/f-noise random energy models, governs, after reinterpretation, the value distribution of the maximum of the modulus of the characteristic polynomials pN(θ) of large N×N random unitary (circular unitary ensemble) matrices UN; i.e. the extreme value statistics of pN(θ) when N∞. In addition, we argue that it leads to multi-fractal-like behaviour in the total length μN(x) of the intervals in which |pN(θ)|>Nx,x>0, in the same limit. We speculate that our results extend to the large values taken by the Riemann zeta function ζ(s) over stretches of the critical line s=1/2+it of given constant length and present the results of numerical computations of the large values of s(1/2+it) . Our main purpose is to draw attention to the unexpected connections between these different extreme value problems.
U2 - 10.1098/rsta.2012.0503
DO - 10.1098/rsta.2012.0503
M3 - Article
JO - Philosophical transactions. Series A, Mathematical, physical, and engineering sciences
JF - Philosophical transactions. Series A, Mathematical, physical, and engineering sciences
SN - 1364-503X
ER -