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The maximum of the CUE field

Published 29 Feb 2016 in math.PR | (1602.08875v2)

Abstract: Let $U_N$ denote a Haar Unitary matrix of dimension N, and consider the field [ {\bf U}(z) = \log |\det(1-zU_N)| ] for z in the unit disk. Then, [ \frac{\max_{|z|=1} {\bf U}(z) -\log N + \frac{3}{4} \log\log N} {\log\log N} \to 0 ] in probability. This provides a verification up to second order of a conjecture of Fyodorov, Hiary and Keating, improving on the recent first order verification of Arguin, Belius and Bourgade.

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