Limit theorems for orthogonal polynomials related to circular ensembles

Joseph Najnudel (1) , Ashkan Nikeghbali (2) , Alain Rouault (3)

1 IMT - Institut de Mathématiques de Toulouse UMR5219
2 UZH - Universität Zürich [Zürich] = University of Zurich
3 LMV - Laboratoire de Mathématiques de Versailles

For a natural extension of the circular unitary ensemble of order n, we study as n tends to infinity, the asymptotic behavior of the sequence of orthogonal polynomials with respect to the spectral measure. The last term of this sequence is the characteristic polynomial. After taking logarithm and rescaling, we obtain a process indexed by t in [0,1]. We show that it converges to a deterministic limit, and we describe the fluctuations and the large deviations.

Mots clés: orthogonal polynomials; unitary ensemble; Random Matrices; invariance principle.; large deviation principle

Mots clés: invariance principle

Domaines: Probabilités [math.PR]

Joseph Najnudel, Ashkan Nikeghbali, Alain Rouault. Limit theorems for orthogonal polynomials related to circular ensembles. 2013. ⟨hal-00794866⟩