Moments of moments of the characteristic polynomials of random orthogonal and symplectic matrices

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 r...

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Main Authors: Claeys, T, Forkel, J, Keating, JP
Format: Journal article
Language:English
Published: Royal Society 2023
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author Claeys, T
Forkel, J
Keating, JP
author_facet Claeys, T
Forkel, J
Keating, JP
author_sort Claeys, T
collection OXFORD
description 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 [21]. 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.
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spelling oxford-uuid:70d4f5f2-3253-4393-853d-30f9b0700ac12023-03-24T09:27:43ZMoments of moments of the characteristic polynomials of random orthogonal and symplectic matricesJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:70d4f5f2-3253-4393-853d-30f9b0700ac1EnglishSymplectic ElementsRoyal Society2023Claeys, TForkel, JKeating, JPUsing 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 [21]. 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.
spellingShingle Claeys, T
Forkel, J
Keating, JP
Moments of moments of the characteristic polynomials of random orthogonal and symplectic matrices
title Moments of moments of the characteristic polynomials of random orthogonal and symplectic matrices
title_full Moments of moments of the characteristic polynomials of random orthogonal and symplectic matrices
title_fullStr Moments of moments of the characteristic polynomials of random orthogonal and symplectic matrices
title_full_unstemmed Moments of moments of the characteristic polynomials of random orthogonal and symplectic matrices
title_short Moments of moments of the characteristic polynomials of random orthogonal and symplectic matrices
title_sort moments of moments of the characteristic polynomials of random orthogonal and symplectic matrices
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AT forkelj momentsofmomentsofthecharacteristicpolynomialsofrandomorthogonalandsymplecticmatrices
AT keatingjp momentsofmomentsofthecharacteristicpolynomialsofrandomorthogonalandsymplecticmatrices