We establish, for every family of orthogonal polynomials in the q-Askey scheme and the Askey scheme, a combinatorial model for mixed moments and coefficients in terms of paths on the lecture hall graph. This generalizes the previous results of Corteel and Kim for the little q-Jacobi polynomials. We build these combinatorial models by bootstrapping, beginning with polynomials at the bottom and working towards Askey–Wilson polynomials which sit at the top of the q-Askey scheme. As an application of the theory, we provide the first combinatorial proof of the symmetries in the parameters of the Askey–Wilson polynomials.
We establish asymptotic formulae for general joint moments of characteristic polynomials and their higher order derivatives associated with matrices drawn randomly from the groups USp(2N) and SO(2N) in the limit as N ->infinity. This relates the leading-order asymptotic contribution in each case to averages over the Laguerre ensemble of random matrices. We uncover an exact connection between these joint moments and a solution of the sigma-Painlev & eacute; V equation, valid for finite matrix size, as well as a connection between the leading order asymptotic term and a solution of the sigma-Pain lev & eacute; III ' equation in the limit as N ->infinity. These connections enable us to derive exact formulae for joint moments for finite matrix size and for the joint moments of certain random variables arising from the Bessel point process in a recursive way. As an application, we provide a positive answer to a question proposed by Altu & gbreve; et al. [Q. J. Math. 65 (2014), 1111-1125].
The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circle, in the large matrix size limit, have been studied intensively in the past 25 years, partly in relation to conjectural connections to the Riemann -function and Hardy's function. We completely settle the most general version of the problem of convergence of these joint moments, after they are suitably rescaled, for an arbitrary number of derivatives and with arbitrary positive real exponents. Our approach relies on a hidden, higher-order exchangeable structure, that of an exchangeable array, which, as far as we know, had never been used before in the study of characteristic polynomials of random matrices. We then develop a systematic method, based on a class of Hankel determinants shifted by partitions, that allows us for the first time to give an exact representation of all these joint moments, for finite matrix size, in terms of derivatives of - Painlev & eacute; V transcendents. As an application, we can also represent all the joint moments of power sum linear statistics of a certain determinantal point process behind this problem in terms of derivatives of -Painlev & eacute; III' transcendents. This gives an efficient way to compute all these quantities explicitly. Our methods can be used to obtain analogous results for a number of other models sharing the same features.
In the 1980s, Viennot developed a combinatorial approach to studying mixed moments of orthogonal polynomials using Motzkin paths. Recently, an alternative combinatorial model for these mixed moments based on lecture hall paths was introduced in arXiv:2311.12761. For sequences of orthogonal polynomials, we establish here a bijection between the Motzin paths and the lecture hall paths via a novel symmetric lecture hall graph. We use this connection to calculate the moments of the position operator in various separable quantum systems, such as the quantum harmonic oscillator and the hydrogen atom, showing that they may be expressed as generating functions of Motzkin paths and symmetric lecture hall paths, thereby providing a quantum interpretation for these paths. Our approach can be extended to other quantum systems where the wavefunctions are expressed in terms of orthogonal polynomials.
In a companion paper \cite{jon-fei}, we established asymptotic formulae for the joint moments of derivatives of the characteristic polynomials of CUE random matrices. The leading order coefficients of these asymptotic formulae are expressed as partition sums of derivatives of determinants of Hankel matrices involving I-Bessel functions, with column indices shifted by Young diagrams. In this paper, we continue the study of these joint moments and establish more properties for their leading order coefficients, including structure theorems and recursive relations. We also build a connection to a solution of the $\sigma$-Painlevé III$'$ equation. In the process, we give recursive formulae for the Taylor coefficients of the Hankel determinants formed from I-Bessel functions that appear and find differential equations that these determinants satisfy. The approach we establish is applicable to determinants of general Hankel matrices whose columns are shifted by Young diagrams.
By using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix size tends to infinity. Our results are analogous to those that Fahs obtained for random unitary matrices in (Fahs B. 2021 Communications in Mathematical Physics 383 , 685–730. (doi: 10.1007/s00220-021-03943-0 )). A key feature of the formulae we derive is that the phase transitions in the moments of moments are seen to depend on the symmetry group in question in a significant way.
We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary Ensemble, but discuss other Hermitian ensembles as well. We employ a novel approach to calculate asymptotic formulae for the moments, enabling us to uncover subtle structure not apparent in previous approaches.
We study the ‘critical moments’ of subcritical Gaussian multiplicative chaos (GMCs) in dimensions d ≤ 2. In particular, we establish a fully explicit formula for the leading order asymptotics, which is closely related to large deviation results for GMCs and demonstrates a similar universality feature. We conjecture that our result correctly describes the behaviour of analogous moments of moments of random matrices, or more generally structures which are asymptotically Gaussian and log-correlated in the entire mesoscopic scale. This is verified for an integer case in the setting of circular unitary ensemble, extending and strengthening the results of Claeys et al. and Fahs to higher-order moments.
We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle. We also consider the case where these measures are restricted to the unit circle minus small neighborhoods around ±1. We show that for small enough powers and under suitable normalization, as the matrix size goes to infinity, these random measures converge in distribution to a Gaussian multiplicative chaos (GMC) measure. Our result is analogous to one relating to unitary matrices previously established by Christian Webb (2015 Electron. J. Probab. 20 ). We thus complete the connection between the classical compact groups and GMC. To prove this convergence when excluding small neighborhoods around ±1 we establish appropriate asymptotic formulae for Toeplitz and Toeplitz + Hankel determinants with merging singularities. Using a recent formula due to Claeys et al (2021 Int. Math. Res. Not . rnaa354), we are able to prove convergence on the whole of the unit circle.
Representation theory and the theory of symmetric functions have played a central role in random matrix theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices drawn from the circular unitary ensemble and other circular ensembles related to the classical compact groups. The reason is that they enable the derivation of exact formulas, which then provide a route to calculating the large-matrix asymptotics of these quantities. We develop a parallel theory for the Gaussian Unitary Ensemble (GUE) of random matrices and other related unitary invariant matrix ensembles. This allows us to write down exact formulas in these cases for the joint moments of the traces and the joint moments of the characteristic polynomials in terms of appropriately defined symmetric functions. As an example of an application, for the joint moments of the traces, we derive explicit asymptotic formulas for the rate of convergence of the moments of polynomial functions of GUE matrices to those of a standard normal distribution when the matrix size tends to infinity.
In this note, we give a combinatorial and noncomputational proof of the asymptotics of the integer moments of the moments of the characteristic polynomials of Haar distributed unitary matrices as the size of the matrix goes to infinity. This is achieved by relating these quantities to a lattice point count problem. Our main result is a new explicit expression for the leading order coefficient in the asymptotic as a volume of a certain region involving continuous Gelfand-Tsetlin patterns with constraints.
We establish a representation of the joint moments of the characteristic polynomial of a CUE random matrix and its derivative in terms of a solution of the -Painlevé V equation. The derivation involves the analysis of a formula for the joint moments in terms of a determinant of generalised Laguerre polynomials using the Riemann–Hilbert method. We use this connection with the -Painlevé V equation to derive explicit formulae for the joint moments and to show that in the large-matrix limit the joint moments are related to a solution of the -Painlevé III equation. Using the conformal block expansion of the -functions associated with the -Painlevé V and the -Painlevé III equations leads to general conjectures for the joint moments.
We study the mean square of sums of the kth divisor function \(d_k(n)\) over short intervals and arithmetic progressions for the rational function field over a finite field of q elements. In the limit as \(q\rightarrow \infty \) we establish a relationship with a matrix integral over the unitary group. Evaluating this integral enables us to compute the mean square of the sums of \(d_k(n)\) in terms of a lattice point count. This lattice point count can in turn be calculated in terms of a certain piecewise polynomial function, which we analyse. Our results suggest general conjectures for the corresponding classical problems over the integers, which agree with the few cases where the answer is known.
We establish a connection between the conjectural two-over-two ratios formula for the Riemann zeta-function and a conjecture concerning correlations of a certain arithmetic function. Specifically, we prove that the ratios conjecture and the arithmetic correlations conjecture imply the same result. This casts a new light on the underpinnings of the ratios conjecture, which previously had been motivated by analogy with formulae in random matrix theory and by a heuristic recipe.
In this series we examine the calculation of the 2 k th moment and shifted moments of the Riemann zeta-function on the critical line using long Dirichlet polynomials and divisor correlations. The present paper begins the general study of what we call Type II sums which utilize a circle method framework and a convolution of shifted convolution sums to obtain all of the lower order terms in the asymptotic formula for the mean square along [ T , 2 T ] of a Dirichlet polynomial of length up to T^3 with divisor functions as coefficients.
We prove that translationally invariant Hamiltonians of a chain of n qubits with nearest-neighbour interactions have two seemingly contradictory features. Firstly in the limit \({n \rightarrow \infty}\) we show that any translationally invariant Hamiltonian of a chain of n qubits has an eigenbasis such that almost all eigenstates have maximal entanglement between fixed-size sub-blocks of qubits and the rest of the system; in this sense these eigenstates are like those of completely general Hamiltonians (i.e., Hamiltonians with interactions of all orders between arbitrary groups of qubits). Secondly, in the limit \({n \rightarrow \infty}\) we show that any nearest-neighbour Hamiltonian of a chain of n qubits has a Gaussian density of states; thus as far as the eigenvalues are concerned the system is like a non-interacting one. The comparison applies to chains of qubits with translationally invariant nearest-neighbour interactions, but we show that it is extendible to much more general systems (both in terms of the local dimension and the geometry of interaction). Numerical evidence is also presented that suggests that the translational invariance condition may be dropped in the case of nearest-neighbour chains.
The similarity between the density of the primes and the density of irreducible polynomials defined over a finite field of q elements was first observed by Gauss. Since then, many other analogies have been uncovered between arithmetic in number fields and in function fields defined over a finite field. Although an active area of interaction for the past half century at least, the language and techniques used in analytic number theory and in the function field setting are quite different, and this has frustrated interchanges between the two areas. This situation is currently changing, and there has been substantial progress on a number of problems stimulated by bringing together ideas from each field. We here introduce the papers published in this Theo Murphy meeting issue, where some of the recent developments are explained.
We argue that thefreezing 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 polynomialspN(θ) of largeN×Nrandom unitary (circular unitary ensemble) matricesUN; i.e. the extreme value statistics ofpN(θ) when. In addition, we argue that it leads to multi-fractal-like behaviour in the total lengthμN(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 functionζ(s) over stretches of the critical lineof given constant length and present the results of numerical computations of the large values of). Our main purpose is to draw attention to the unexpected connections between these different extreme value problems.
The first and second moments are established for the family of quadratic Dirichlet $L$--functions over the rational function field at the central point $s=\tfrac{1}{2}$ where the character $\chi$ is defined by the Legendre symbol for polynomials over finite fields and runs over all monic irreducible polynomials $P$ of a given odd degree. Asymptotic formulae are derived for fixed finite fields when the degree of $P$ is large. The first moment obtained here is the function field analogue of a result due to Jutila in the number--field setting. The approach is based on classical analytical methods and relies on the use of the analogue of the approximate functional equation for these $L$--functions.
We illustrate a general method for calculating spectral statistics that combines the universal (random matrix theory limit) and the non-universal (trace-formula-related) contributions by giving a heuristic derivation of the three-point correlation function for the zeros of the Riemann zeta function. The main idea is to construct a generalized Hermitian random matrix ensemble whose mean eigenvalue density coincides with a large but finite portion of the actual density of the spectrum or the Riemann zeros. Averaging the random matrix result over remaining oscillatory terms related, in the case of the zeta function, to small primes leads to a formula for the three-point correlation function that is in agreement with results from other heuristic methods. This provides support for these different methods. The advantage of the approach we set out here is that it incorporates the determinantal structure of the random matrix limit.