Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes

TL;DR

This paper derives explicit formulas for the moments of the position of the maximum in log-correlated Gaussian processes, advancing understanding of their extremal properties using advanced mathematical tools like Jack polynomials and replica methods.

Contribution

It provides an exact, explicit expression for the moments of the maximum's position in GUE characteristic polynomials and related processes, using Jack polynomials and duality principles.

Findings

Derived explicit formulas for moments of the maximum position.

Confirmed results through numerical checks and independent derivations.

Extended analysis to related ensembles and field correlations.

Abstract

We study three instances of log-correlated processes on the interval: the logarithm of the Gaussian unitary ensemble (GUE) characteristic polynomial, the Gaussian log-correlated potential in presence of edge charges, and the Fractional Brownian motion with Hurst index $H \to 0$ (fBM0). In previous collaborations we obtained the probability distribution function (PDF) of the value of the global minimum (equivalently maximum) for the first two processes, using the {\it freezing-duality conjecture} (FDC). Here we study the PDF of the position of the maximum $x_m$ through its moments. Using replica, this requires calculating moments of the density of eigenvalues in the $\beta$-Jacobi ensemble. Using Jack polynomials we obtain an exact and explicit expression for both positive and negative integer moments for arbitrary $\beta >0$ and positive integer $n$ in terms of sums over partitions. For positive moments, this expression agrees with a very recent independent derivation by Mezzadri and Reynolds. We check our results against a contour integral formula derived recently by Borodin and Gorin (presented in the Appendix A from these authors). The duality necessary for the FDC to work is proved, and on our expressions, found to correspond to exchange of partitions with their dual. Performing the limit $n \to 0$ and to negative Dyson index $\beta \to -2$, we obtain the moments of $x_m$ and give explicit expressions for the lowest ones. Numerical checks for the GUE polynomials, performed independently by N. Simm, indicate encouraging agreement. Some results are also obtained for moments in Laguerre, Hermite-Gaussian, as well as circular and related ensembles. The correlations of the position and the value of the field at the minimum are also analyzed.