Freezing transitions and extreme values: random matrix theory, and disordered landscapes

Fyodorov YV, Keating J

We argue that the freezing transition scenario, previously conjectured to occur in the statistical mechanics of 1/f-noise random energy models, governs, after reinterpretation, the value distribution of the maximum of the modulus of the characteristic polynomials pN(θ) of large N×N random unitary (circular unitary ensemble) matrices UN; i.e. the extreme value statistics of pN(θ) when Inline Formula. In addition, we argue that it leads to multi-fractal-like behaviour in the total length μN(x) of the intervals in which |pN(θ)|>Nx,x>0, in the same limit. We speculate that our results extend to the large values taken by the Riemann zeta function ζ(s) over stretches of the critical line Inline Formula of given constant length and present the results of numerical computations of the large values of Inline Formula). Our main purpose is to draw attention to the unexpected connections between these different extreme value problems.

Keywords:

random matrix theory

,

extreme values

,

SBTMR

,

Riemann zeta function