The maximum deviation of the Sine$_\beta$ counting process
Diane Holcomb, Elliot Paquette

TL;DR
This paper analyzes the maximum deviation of the Sine$_eta$ process, linking it to log-correlated Gaussian fields and the behavior of Gaussian $eta$-ensembles, providing insights into their extreme value statistics.
Contribution
It offers a direct analysis of the stochastic sine equation to describe the continuum limit of Pr"ufer phases in Gaussian $eta$-ensembles, connecting to log-correlated fields.
Findings
Maximum deviation aligns with log-correlated Gaussian field predictions
Analysis of the stochastic sine equation describes Pr"ufer phases
Results relate to the imaginary part of log-characteristic polynomials
Abstract
In this paper, we consider the maximum of the counting process from its expectation. We show the leading order behavior is consistent with the predictions of log-correlated Gaussian fields, also consistent with work on the imaginary part of the log-characteristic polynomial of random matrices. We do this by a direct analysis of the stochastic sine equation, which gives a description of the continuum limit of the Pr\"ufer phases of a Gaussian -ensemble matrix.
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Taxonomy
TopicsRandom Matrices and Applications · Stochastic processes and statistical mechanics · Complex Systems and Time Series Analysis
