We compute the leading asymptotics as $N\to\infty$ of the maximum of the field $Q_N(q)= \log\det|q- A_N|$, $q\in \mathbb{C}$, for any unitarily invariant Hermitian random matrix $A_N$ associated to a non-critical real-analytic potential. Hence, we verify the leading order in a conjecture of Fyodorov and Simm formulated for the GUE. The method relies on a classical upper-bound and a more sophisticated lower-bound based on a variant of the second-moment method which exploits the hyperbolic branching structure of the field $Q_N(q)$, $q$ in the upper half plane. Specifically, we compare $Q_N$ to an idealized Gaussian field by means of exponential moments. In principle, this method could also be applied to random fields coming from other point processes provided that one can compute certain mixed exponential moments. For unitarily invariant ensembles, we show that these assumptions follow from the Fyodorov-Strahov formula and asymptotics of orthogonal polynomials derived by Deift, Kriecherbauer, McLaughlin, Venakides, and Zhou.
翻译:我们计算出与非临界真实分析潜力相关的任何单一的希腊随机矩阵 $A_N$,与非临界真实分析潜力相关联。 因此, 我们根据Fyodorov和Simm为 GUE配制的参数来验证领先顺序。 该方法依赖于经典的上方和较复杂的下方, 其依据是第二动作方法的变异, 该变种利用了本场的双曲分支结构 $N$(q), 美元, 在上半平面上方的美元。 具体地说, 我们用指数瞬间将$N$与理想高斯域作比较。 原则上, 该方法也可以适用于来自其他点进程的随机字段, 前提是您可以解析某些混合的指数时刻。 对于单向性性性心肠, 我们展示了这些假设, 由微量值的公式, 和微量性变形体的公式 。