Optimal Rigidity and Maximum of the Characteristic Polynomial of Wigner Matrices

Abstract We determine to leading order the maximum of the characteristic polynomial for Wigner matrices and β -ensembles. In the special case of Gaussian-divisible Wigner matrices, our method provides universality of the maximum up to tightness. These are the first universal results on the Fyodorov–Hiary–Keating conjectures for these models, and in particular answer the question of optimal rigidity for the spectrum of Wigner matrices. Our proofs combine dynamical techniques for universality of eigenvalue statistics with ideas surrounding the maxima of log-correlated fields and Gaussian multiplicative chaos.

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Publication Details

Journal
Geometric and Functional Analysis
Published
2025-02-01
DOI
https://doi.org/10.1007/s00039-025-00701-5
Citations
1
Primary Topic
Random Matrices and Applications
Type
article
Field-Weighted Citation Impact
2.63
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article

Optimal Rigidity and Maximum of the Characteristic Polynomial of Wigner Matrices

Ofer Zeitouni, Paul Bourgade, Patrick Lopatto
1 citations
Geometric and Functional Analysis
Random Matrices and Applications
2.63
article

Optimal Rigidity and Maximum of the Characteristic Polynomial of Wigner Matrices

Ofer Zeitouni, Paul Bourgade, Patrick Lopatto
article en
1 citations

Abstract

Abstract We determine to leading order the maximum of the characteristic polynomial for Wigner matrices and β -ensembles. In the special case of Gaussian-divisible Wigner matrices, our method provides universality of the maximum up to tightness. These are the first universal results on the Fyodorov–Hiary–Keating conjectures for these models, and in particular answer the question of optimal rigidity for the spectrum of Wigner matrices. Our proofs combine dynamical techniques for universality of eigenvalue statistics with ideas surrounding the maxima of log-correlated fields and Gaussian multiplicative chaos.

Geometric and Functional AnalysisVol. 35(1)
University of North Carolina at Chapel Hill (US), Courant Institute of Mathematical Sciences (US), Weizmann Institute of Science (IL), New York University (US)
Openalex Percentile: Top 15%
Random Matrices and Applications
2.63
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