TY - JOUR

T1 - Moments of the Position of the Maximum for GUE Characteristic Polynomials and for Log-Correlated Gaussian Processes

AU - Fyodorov, Yan V

AU - Le Doussal, Pierre

PY - 2016/5/19

Y1 - 2016/5/19

N2 - We study three instances of log-correlated processes on the interval: the logarithm of the Gaussian unitary ensemble (GUE) characteristic polynomial, the Gaussian log-correlated potential in presence of edge charges, and the Fractional Brownian motion with Hurst index H→0 (fBM0). In previous collaborations we obtained the probability distribution function (PDF) of the value of the global minimum (equivalently maximum) for the first two processes, using the freezing-duality conjecture (FDC). Here we study the PDF of the position of the maximum xm through its moments. Using replica, this requires calculating moments of the density of eigenvalues in the β-Jacobi ensemble. Using Jack polynomials we obtain an exact and explicit expression for both positive and negative integer moments for arbitrary β>0 and positive integer n in terms of sums over partitions. For positive moments, this expression agrees with a very recent independent derivation by Mezzadri and Reynolds. We check our results against a contour integral formula derived recently by Borodin and Gorin (presented in the Appendix 1 from these authors). The duality necessary for the FDC to work is proved, and on our expressions, found to correspond to exchange of partitions with their dual. Performing the limit n→0 and to negative Dyson index β→−2, we obtain the moments of xm and give explicit expressions for the lowest ones. Numerical checks for the GUE polynomials, performed independently by N. Simm, indicate encouraging agreement. Some results are also obtained for moments in Laguerre, Hermite-Gaussian, as well as circular and related ensembles. The correlations of the position and the value of the field at the minimum are also analyzed.

AB - We study three instances of log-correlated processes on the interval: the logarithm of the Gaussian unitary ensemble (GUE) characteristic polynomial, the Gaussian log-correlated potential in presence of edge charges, and the Fractional Brownian motion with Hurst index H→0 (fBM0). In previous collaborations we obtained the probability distribution function (PDF) of the value of the global minimum (equivalently maximum) for the first two processes, using the freezing-duality conjecture (FDC). Here we study the PDF of the position of the maximum xm through its moments. Using replica, this requires calculating moments of the density of eigenvalues in the β-Jacobi ensemble. Using Jack polynomials we obtain an exact and explicit expression for both positive and negative integer moments for arbitrary β>0 and positive integer n in terms of sums over partitions. For positive moments, this expression agrees with a very recent independent derivation by Mezzadri and Reynolds. We check our results against a contour integral formula derived recently by Borodin and Gorin (presented in the Appendix 1 from these authors). The duality necessary for the FDC to work is proved, and on our expressions, found to correspond to exchange of partitions with their dual. Performing the limit n→0 and to negative Dyson index β→−2, we obtain the moments of xm and give explicit expressions for the lowest ones. Numerical checks for the GUE polynomials, performed independently by N. Simm, indicate encouraging agreement. Some results are also obtained for moments in Laguerre, Hermite-Gaussian, as well as circular and related ensembles. The correlations of the position and the value of the field at the minimum are also analyzed.

U2 - 10.1007/s10955-016-1536-6

DO - 10.1007/s10955-016-1536-6

M3 - Article

SN - 0022-4715

VL - 164

SP - 190

EP - 240

JO - Journal of Statistical Physics

JF - Journal of Statistical Physics

ER -