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.

Bourgade, P; Hughes, C P; Nikeghbali, A (2008). *The characteristic polynomial of a random unitary matrix: a probabilistic approach.* Duke Mathematical Journal, 145(1):45-69.

## 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.

## Citations

## Altmetrics

## Downloads

## Additional indexing

Item Type: | Journal Article, refereed, original work |
---|---|

Communities & Collections: | 07 Faculty of Science > Institute of Mathematics |

Dewey Decimal Classification: | 510 Mathematics |

Date: | 2008 |

Deposited On: | 06 Feb 2009 08:37 |

Last Modified: | 05 Apr 2016 12:57 |

Publisher: | Duke University Press |

ISSN: | 0012-7094 |

Publisher DOI: | https://doi.org/10.1215/00127094-2008-046 |

Related URLs: | http://www.ams.org/mathscinet-getitem?mr=2451289 http://arxiv.org/abs/0706.0333v1 |

## Download

TrendTerms displays relevant terms of the abstract of this publication and related documents on a map. The terms and their relations were extracted from ZORA using word statistics. Their timelines are taken from ZORA as well. The bubble size of a term is proportional to the number of documents where the term occurs. Red, orange, yellow and green colors are used for terms that occur in the current document; red indicates high interlinkedness of a term with other terms, orange, yellow and green decreasing interlinkedness. Blue is used for terms that have a relation with the terms in this document, but occur in other documents.

You can navigate and zoom the map. Mouse-hovering a term displays its timeline, clicking it yields the associated documents.