We compute the leading order asymptotic of the maximum of the characteristic polynomial for i.i.d. matrices with real or complex entries. In particular, this result is new even for real Ginibre matrices, which was left as an open problem in [arXiv:2303.09912]; the complex Ginibre case was covered in [arXiv:1902.01983]. These are the first universality results for the non--Hermitian analog of the first order term of the Fyodorov--Hiary--Keating conjecture. Our methods are based on constructing a coupling to the branching random walk via Dyson Brownian motion. In particular, we find a new connection between real i.i.d. matrices and inhomogeneous branching random walk.

Cipolloni, G., Landon, B. (2025). Maximum of the Characteristic Polynomial of I.I.D. Matrices. COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 78(9), 1703-1782 [10.1002/cpa.22250].

Maximum of the Characteristic Polynomial of I.I.D. Matrices

Cipolloni, Giorgio
;
2025-01-01

Abstract

We compute the leading order asymptotic of the maximum of the characteristic polynomial for i.i.d. matrices with real or complex entries. In particular, this result is new even for real Ginibre matrices, which was left as an open problem in [arXiv:2303.09912]; the complex Ginibre case was covered in [arXiv:1902.01983]. These are the first universality results for the non--Hermitian analog of the first order term of the Fyodorov--Hiary--Keating conjecture. Our methods are based on constructing a coupling to the branching random walk via Dyson Brownian motion. In particular, we find a new connection between real i.i.d. matrices and inhomogeneous branching random walk.
2025
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MATH-03/B - Probabilità e statistica matematica
Settore MATH-04/A - Fisica matematica
Settore MATH-03/A - Analisi matematica
English
Con Impact Factor ISI
Cipolloni, G., Landon, B. (2025). Maximum of the Characteristic Polynomial of I.I.D. Matrices. COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 78(9), 1703-1782 [10.1002/cpa.22250].
Cipolloni, G; Landon, B
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/451709
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