Maximum of the characteristic polynomial of random Jacobi matrices

Abstract

We compute the second order asymptotics of the maximum of the absolute value of the log-characteristic polynomial of random Jacobi matrices whose coefficients satisfy some exponential integrability condition. In particular, by the triadiagonal representation of Dumitriu and Eldelman of Gaussian $\beta$ Ensembles, this result partially confirms the Fydorov-Simm conjecture.