VIRTUAL SEMINAR SERIES -- INTEGRABLE SYSTEMS: On the joint moments of characteristic polynomials of random unitary matrices

Theo Assiotis (University of Edinburgh)

Wednesday 10th February, 2021 13:30-14:30 Zoom seminar hosted by ICMS

Abstract

I will talk about the joint moments of characteristic polynomials of random unitary matrices and their derivatives. In joint work with Jon Keating and Jon Warren we establish the asymptotics of these quantities for general real values of the exponents as the size N of the matrix goes to infinity. This proves a conjecture of Hughes from 2001. In subsequent joint work with Benjamin Bedert, Mustafa Alper Gunes and Arun Soor we focus on the leading order coefficient in the asymptotics, we connect this to Painleve equations for general values of the exponents and obtain explicit expressions corresponding to the so-called classical solutions of these equations.

 

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