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math.PR2025
Precise large deviations in geometric last passage percolation
Sung-Soo Byun, Christophe Charlier, Philippe Moreillon +1
We study the last passage time in geometric last passage percolation (LPP). As the system size increases, we derive precise large deviation probabilities -- up to and including the…
math.PR2025
The Fourier coefficients of the holomorphic multiplicative chaos in the limit of large frequency
Joseph Najnudel, Elliot Paquette, Nick Simm +1
The holomorphic multiplicative chaos (HMC) is a holomorphic analogue of the Gaussian multiplicative chaos. It arises naturally as the limit in large matrix size of the characterist…
math.PR2024
On moments of the derivative of CUE characteristic polynomials and the Riemann zeta function
Nick Simm, Fei Wei
We study the derivative of the characteristic polynomial of Haar distributed unitary matrices. We obtain the first explicit formulae for complex-valued moments when th…