2020/11/04 by Barhoumi-Andréani, Yacine · 2 citations
#FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.2011.02465
Since the seminal work of Keating and Snaith, the characteristic polynomial of a random Haar-distributed unitary matrix has seen several of its functional studied or turned into a conjecture; for instance: \bullet its value in 1 (Keating-Snaith theorem), \bullet the truncation of its Fourier series up to any fraction of its degree, \bullet the computation of the relative volume of the Birkhoff polytope, \bullet its products and ratios taken in different points, \bullet the product of its iterated derivatives in different points, \bullet functionals in relation with sums of divisor functions in \mathbbFq[X] . \bullet its mid-secular coefficients, \bullet the "moments of moments", etc. We revisit or compute for the first time the asymptotics of the integer moments of these last functionals and several others. The method we use is a very general one based on reproducing kernels, a symmetric function generalisation of some classical orthogonal polynomials interpreted as the Fourier transform of particular random variables and a local Central Limit Theorem for these random variables. We moreover provide an equivalent paradigm based on a randomisation of the mid-secular coefficients to rederive them all. These methodologies give a new and unified framework for all the considered limits and explain the apparition of Hankel determinants or Wronskians in the limiting functional.