SearcharxivSearch

arXiv subjects

Louis-Pierre Arguin

Publications and source records attributed to Louis-Pierre Arguin.

At least 19 recordsLinked to original sources

The Fyodorov--Hiary--Keating Conjecture on Mesoscopic Intervals

We derive precise upper bounds for the maximum of the Riemann zeta function on a typical short interval of the critical line. We show that for fixed $θ\in(-1,0]$, large $T$, and $y\geq 2$ satisfying $y=O(\log\log T/\log\log\log T)$, the proportion of points $t\in [T,2T]$ for which \begin{align*} \max_{|h|\leq \log^θT}\big|ζ(&\tfrac{1}{2}+it+ih)\big|>e^{y} \cdot e^{S\sqrt{(\log\log T)|θ|/2}}\frac{(\log T)^{(1+θ)}}{(\log\log T)^{3/4}} \end{align*} is bounded above by a constant times $y\exp({-2y-y^2/((1+θ)\log\log T)})$, where $S=S(t)$ is a quantity whose value distribution is approximately that of a standard Gaussian. Up to a multiplicative constant, this settles the upper bound of a conjecture of Fyodorov--Hiary--Keating which was only known in the leading order for $θ\in(-1,0)$. Using similar techniques, we also derive upper bounds for the second moment of the zeta function on such intervals. We show that for large $T$, the proportion of $t\in [T,2T]$ for which \begin{align*} \frac{1}{\log^θT}\int_{-\log^θT}^{\log^θT} \big|ζ(&\tfrac{1}{2}+it+ih)\big|^2\mathrm{d}h > A e^{S\sqrt{2|θ|\log\log T}} \frac{(\log T)^{(1+θ)}}{\sqrt{\log\log T}} \end{align*} tends to zero as $A\to\infty$, for the same $S$ as above. This proves a weak form of another conjecture of Fyodorov--Keating and generalizes a result of Harper, which is recovered at $θ= 0$ (in which case $S$ is defined to be zero). Our proofs use an adaptation of the recursive scheme introduced by one of the authors, Bourgade and Radziwiłł.

math.NT

Conditional Upper Bounds for Large Deviations and Moments of the Riemann Zeta Function

Assuming the Riemann Hypothesis, we show that for $k>0$ $$ \frac{1}{T}\text{meas}\Big\{t\in [T,2T]:|ζ(1/2+{\rm i} t)|>(\log T)^k\Big\}\leq C_k \frac{(\log T)^{-k^2}}{\sqrt{\log\log T}}, $$ where $C_k=\exp(e^{ck})$ for some absolute constant $c>0$. This implies that the $2k$-moments of $|ζ|$ are bounded above by $C_k(\log T)^{k^2}$, recovering the bound of Harper. The proof relies on the recursive scheme of one of the authors with Bourgade and Radziwill (2020), and combines ideas of Soundararajan (2009) and Harper (2013).

math.NT

On the Fourier coefficients of critical Gaussian multiplicative chaos

We continue the study of the Fourier coefficients of Gaussian multiplicative chaos (GMC) recently initiated by Garban and Vargas. We show that if $\{c_n\}_{n\geq 1}$ are the Fourier coefficients of critical GMC on the unit interval, then $(\log n)^αc_n$ converges to zero in probability as $n$ tends to infinity for any $α<1/4$.

math.PR

Lower bounds for the large deviations and moments of the Riemann zeta function on the critical line

Building on work in \cite{AB24} on the Riemann zeta function at height $T$ off the critical line, we prove an unconditional lower bound on the critical line for real large deviations of the order $V\simα\log\log T$ for any $α>0.$ This gives another proof of the sharpest known unconditional lower bounds on the fractional moments of the Riemann zeta function, due to \cite{HSlower}. The lower bound on large deviations is of the same order of magnitude as the upper bound proved in \cite{AB23}, for the range $0<α<2.$

math.NT

Lower Bounds for the Large Deviations of Selberg's Central Limit Theorem

Let $δ>0$ and $σ=\frac{1}{2}+\tfracδ{\log T}$. We prove that, for any $α>0$ and $V\sim α\log \log T$ as $T\to\infty$, $\frac{1}{T}\text{meas}\big\{t\in [T,2T]: \log|ζ(σ+\rm{i} τ)|>V\big\}\geq C_α(δ)\int_V^\infty \frac{e^{-y^2/\log\log T}}{\sqrt{π\log\log T}} \rm{d} y,$ where $δ$ is large enough depending on $α$. The result is unconditional on the Riemann hypothesis. As a consequence, we recover the sharp lower bound for the moments on the critical line proved by Heap & Soundararajan and Radziwiłł & Soundararajan. The constant $C_α(δ)$ is explicit and is compared to the one conjectured by Keating & Snaith for the moments.

math.NT

Upper Bounds on Large Deviations of Dirichlet $L$-functions in the $q$-aspect

We prove a result on the large deviations of the central values of even primitive Dirichlet $L$-functions with a given modulus. For $V\sim α\log\log q$ with $0<α<1$, we show that \begin{equation}\nonumber\frac{1}{φ(q)} \# \left\{χ\text{ even, primitive mod }q: \log \left|L\left(χ,\frac{1}{2}\right)\right| >V\right\}\ll \frac{e^{-\frac{V^2}{\log\log q}}}{\sqrt{\log\log q}}.\end{equation} This yields the sharp upper bound for the fractional moments of central values of Dirichlet $L$-functions proved by Gao, upon noting that the number of even, primitive characters with modulus $q$ is $\frac{φ(q)}{2}+O(1).$ The proof is an adaptation to the $q$-aspect of the recursive scheme developed by Arguin, Bourgade and Radziwill for the local maxima of the Riemann zeta function, and applied by Arguin and Bailey to the large deviations in the $t$-aspect. We go further and get bounds on the case where $V=o(\log\log q)$. These bounds are not expected to be sharp, but the discrepancy from the Central Limit Theorem estimate grows very slowly with $q$. The method involves a formula for the twisted mollified second moment of central values of Dirichlet $L$-functions, building on the work of Iwaniec and Sarnak.

math.NT

The Fyodorov-Hiary-Keating Conjecture. II

We prove a lower bound on the maximum of the Riemann zeta function in a typical short interval on the critical line. Together with the upper bound from the previous work of the authors, this implies tightness of $$ \max_{|h|\leq 1}|ζ(\tfrac 12+{\rm i} τ+{\rm i} h)|\cdot \frac{(\log\log T)^{3/4}}{\log T}, $$ for large $T$, where $τ$ is uniformly distributed on $[T,2T]$. The techniques are also applied to bound the right tail of the maximum, proving the distributional decay $\asymp y e^{-2y}$ for $y$ positive. This confirms the Fyodorov-Hiary-Keating conjecture, which states that the maximum of $ζ$ in short intervals lies in the universality class of logarithmically correlated fields.

math.NT

Maxima of a Random Model of the Riemann Zeta Function over Intervals of Varying Length

We consider a model of the Riemann zeta function on the critical axis and study its maximum over intervals of length $(\log T)^θ$, where $θ$ is either fixed or tends to zero at a suitable rate. It is shown that the deterministic level of the maximum interpolates smoothly between the ones of log-correlated variables and of i.i.d. random variables, exhibiting a smooth transition 'from $\frac34$ to $\frac14$' in the second order. This provides a natural context where extreme value statistics of log-correlated variables with time-dependent variance and rate occur. A key ingredient of the proof is a precise upper tail tightness estimate for the maximum of the model on intervals of size one, that includes a Gaussian correction. This correction is expected to be present for the Riemann zeta function and pertains to the question of the correct order of the maximum of the zeta function in large intervals.

math.PR

Large Deviation Estimates of Selberg's Central Limit Theorem and Applications

For $V\sim α\log\log T$ with $0<α<2$, we prove \[ \frac{1}{T}\text{meas}\{t\in [T,2T]: \log|ζ(1/2+ {\rm i} t)|>V\}\ll \frac{1}{\sqrt{\log\log T}} e^{-V^2/\log\log T}. \] This improves prior results of Soundararajan and of Harper on the large deviations of Selberg's Central Limit Theorem in that range, without the use of the Riemann hypothesis. The result implies the sharp upper bound for the fractional moments of the Riemann zeta function proved by Heap, Radziwiłł and Soundararajan. It also shows a new upper bound for the maximum of the zeta function on short intervals of length $(\log T)^θ$, $0<θ<3$, that is expected to be sharp for $θ> 0$. Finally, it yields a sharp upper bound (to order one) for the moments on short intervals, below and above the freezing transition. The proof is an adaptation of the recursive scheme introduced by Bourgade, Radziwiłł and one of the authors to prove fine asymptotics for the maximum on intervals of length $1$.

math.NT

Moments of the Riemann zeta function on short intervals of the critical line

We show that as $T\to \infty$, for all $t\in [T,2T]$ outside of a set of measure $\mathrm{o}(T)$, $$ \int_{-(\log T)^θ}^{(\log T)^θ} |ζ(\tfrac 12 + \mathrm{i} t + \mathrm{i} h)|^β \mathrm{d} h = (\log T)^{f_θ(β) + \mathrm{o}(1)}, $$ for some explicit exponent $f_θ(β)$, where $θ> -1$ and $β> 0$. This proves an extended version of a conjecture of Fyodorov and Keating (2014). In particular, it shows that, for all $θ> -1$, the moments exhibit a phase transition at a critical exponent $β_c(θ)$, below which $f_θ(β)$ is quadratic and above which $f_θ(β)$ is linear. The form of the exponent $f_θ$ also differs between mesoscopic intervals ($-1<θ<0$) and macroscopic intervals ($θ>0$), a phenomenon that stems from an approximate tree structure for the correlations of zeta. We also prove that, for all $t\in [T,2T]$ outside a set of measure $\mathrm{o}(T)$, $$ \max_{|h| \leq (\log T)^θ} |ζ(\tfrac{1}{2} + \mathrm{i} t + \mathrm{i} h)| = (\log T)^{m(θ) + \mathrm{o}(1)}, $$ for some explicit $m(θ)$. This generalizes earlier results of Najnudel (2018) and Arguin et al. (2019) for $θ= 0$. The proofs are unconditional, except for the upper bounds when $θ> 3$, where the Riemann hypothesis is assumed.

math.NT

Evidence of Random Matrix Corrections for the Large Deviations of Selberg's Central Limit Theorem

Selberg's central limit theorem states that the values of $\log|ζ(1/2+i τ)|$, where $τ$ is a uniform random variable on $[T,2T]$, is distributed like a Gaussian random variable of mean $0$ and standard deviation $\sqrt{\frac{1}{2}\log \log T}$. It was conjectured by Radziwiłł that this breaks down for values of order $\log\log T$, where a multiplicative correction $C_k$ would be present at level $k\log\log T$, $k>0$. This constant should be equal to the leading asymptotic for the $2k^{th}$ moment of $ζ$, as first conjectured by Keating and Snaith using random matrix theory. In this paper, we provide numerical and theoretical evidence for this conjecture. We propose that this correction has a significant effect on the distribution of the maximum of $\log|ζ|$ in intervals of size $(\log T)^θ$, $θ>0$. The precision of the prediction enables the numerical detection of $C_k$ even for low $T$'s of order $T=10^8$. A similar correction appears in the large deviations of the Keating-Snaith central limit theorem for the logarithm of the characteristic polynomial of a random unitary matrix, as first proved by Féray, Méliot and Nikeghbali.

math.PR

The Fyodorov-Hiary-Keating Conjecture. I

By analogy with conjectures for random matrices, Fyodorov-Hiary-Keating and Fyodorov-Keating proposed precise asymptotics for the maximum of the Riemann zeta function in a typical short interval on the critical line. In this paper, we settle the upper bound part of their conjecture in a strong form. More precisely, we show that the measure of those $T \leq t \leq 2T$ for which $$ \max_{|h| \leq 1} |ζ(1/2 + i t + i h)| > e^y \frac{\log T }{(\log\log T)^{3/4}}$$ is bounded by $Cy e^{-2y}$ uniformly in $y \geq 1$. This is expected to be optimal for $y= O(\sqrt{\log\log T})$. This upper bound is sharper than what is known in the context of random matrices, since it gives (uniform) decay rates in $y$. In a subsequent paper we will obtain matching lower bounds.

math.PR

Discretization of the maximum for the derivatives of a random model of $\log|ζ|$ on the critical line

In this short note, we study the derivatives of all orders for the random field $$ X_T(h) = \sum_{p \leq T} \frac{\text{Re}(U_p \, p^{-i h})}{p^{1/2}}, \quad h\in [0,1], $$ where $(U_p, \, p ~\text{primes})$ is an i.i.d. sequence of uniform random variables on the unit circle in $\mathbb{C}$. We show that the maximum of $X_{T}$, and more generally the maximum of its $j$-th derivative, varies on a $(\log T)^{-\frac{1}{2}(j+2)}$ scale, which improves and extends the main result in Arguin & Ouimet (2019) and makes further progress towards the open problem of the tightness of the recentered maximum of $X_{T}$. Our proof is also much simpler and shorter.

math.PR

Absence of Disorder Chaos for Ising Spin Glasses on $\mathbb Z^d$

We identify simple mechanisms that prevents the onset of disorder chaos for the Ising spin glass model on $\mathbb Z^d$. This was first shown by Chatterjee in the case of Gaussian couplings. We present three proofs of the theorem for general couplings with continuous distribution based on the presence in the coupling realization of stabilizing features of positive density.

math.PR

High points of a random model of the Riemann-zeta function and Gaussian multiplicative chaos

We study the total mass of high points in a random model for the Riemann-Zeta function. We consider the same model as in [8], [2], and build on the convergence to 'Gaussian' multiplicative chaos proved in [14]. We show that the total mass of points which are a linear order below the maximum divided by their expectation converges almost surely to the Gaussian multiplicative chaos of the approximating Gaussian process times a random function. We use the second moment method together with a branching approximation to establish this convergence.

math.PR

Large deviations and continuity estimates for the derivative of a random model of $\log |ζ|$ on the critical line

In this paper, we study the random field \begin{equation*} X(h) \circeq \sum_{p \leq T} \frac{\text{Re}(U_p \, p^{-i h})}{p^{1/2}}, \quad h\in [0,1], \end{equation*} where $(U_p, \, p ~\text{primes})$ is an i.i.d. sequence of uniform random variables on the unit circle in $\mathbb{C}$. Harper (2013) showed that $(X(h), \, h\in (0,1))$ is a good model for the large values of $(\log |ζ(\frac{1}{2} + i (T + h))|, \, h\in [0,1])$ when $T$ is large, if we assume the Riemann hypothesis. The asymptotics of the maximum were found in Arguin, Belius & Harper (2017) up to the second order, but the tightness of the recentered maximum is still an open problem. As a first step, we provide large deviation estimates and continuity estimates for the field's derivative $X'(h)$. The main result shows that, with probability arbitrarily close to $1$, \begin{equation*} \max_{h\in [0,1]} X(h) - \max_{h\in \mathcal{S}} X(h) = O(1), \end{equation*} where $\mathcal{S}$ a discrete set containing $O(\log T \sqrt{\log \log T})$ points.

math.PR

Is the Riemann zeta function in a short interval a 1-RSB spin glass ?

Fyodorov, Hiary & Keating established an intriguing connection between the maxima of log-correlated processes and the ones of the Riemann zeta function on a short interval of the critical line. In particular, they suggest that the analogue of the free energy of the Riemann zeta function is identical to the one of the Random Energy Model in spin glasses. In this paper, the connection between spin glasses and the Riemann zeta function is explored further. We study a random model of the Riemann zeta function and show that its two-overlap distribution corresponds to the one of a one-step replica symmetry breaking (1-RSB) spin glass. This provides evidence that the local maxima of the zeta function are strongly clustered.

math.PR

Most-likely-path in Asian option pricing under local volatility models

This article addresses the problem of approximating the price of options on discrete and continuous arithmetic average of the underlying, i.e. discretely and continuously monitored Asian options, in local volatility models. A path-integral-type expression for option prices is obtained using a Brownian bridge representation for the transition density between consecutive sampling times and a Laplace asymptotic formula. In the limit where the sampling time window approaches zero, the option price is found to be approximated by a constrained variational problem on paths in time-price space. We refer to the optimizing path as the most-likely path (MLP). Approximation for the implied normal volatility follows accordingly. The small-time asymptotics and the existence of the MLP are also recovered rigorously using large deviation theory.

q-fin.CP