Optimal Rigidity and Maximum of the Characteristic Polynomial of Wigner Matrices

Paul Bourgade, Patrick Lopatto, Ofer Zeitouni

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish (US)
Article number053001
Pages (from-to)161-253
Number of pages93
JournalGeometric and Functional Analysis
Volume35
Issue number1
DOIs
StatePublished - Feb 2025

ASJC Scopus subject areas

  • Analysis
  • Geometry and Topology

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