Fisher--Hartwig asymptotics and critical moments for the circular beta ensemble

Abstract

We determine the joint moments of real powers of the absolute value of characteristic polynomials in the circular beta ensemble, for every $\beta >0$. At fixed distinct prescribed points, the Fisher--Hartwig formula holds for every exponent greater than $-1$, with explicit constants and a relative error bounded by a negative power of the matrix size $N$. For approaching points in the same integrable range, the error is bounded by a negative power of $N{\delta }_N$, provided that $N{\delta }_N\to \infty$ and the sum of the absolute values of the negative exponents is less than two. Here ${\delta }_N$ is the minimum distance between the prescribed points; this range includes every integrable pair of root exponents. For $q>0$ at the critical relation $p{q}^2=2\beta$, we prove the Keating--Wong asymptotic for the $p$th moment of the integral of the $q$th absolute power of the characteristic polynomial, for every real $p>1$. The leading asymptotic extends to every complex spatial weight in $L^p$. The proofs combine the recursion for orthogonal polynomials on the unit circle with conditional expectation identities for Gaussian multiplicative chaos and quantitative estimates for approaching singularities.

arXiv comment141 pages