Abstract

We calculate, for a branching random walk X_n(l) to a leaf l at depth n on a binary tree, the positive integer moments of the random variable frac{1}{2^{n}}sum _{l=1}^{2^n}e^{2beta X_n(l)}, for beta in {mathbb {R}}. We obtain explicit formulae for the first few moments for finite n. In the limit nrightarrow infty , our expression coincides with recent conjectures and results concerning the moments of moments of characteristic polynomials of random unitary matrices, supporting the idea that these two problems, which both fall into the class of logarithmically correlated Gaussian random fields, are related to each other.

Highlights

  • One of the key ideas that underpins much of the progress outlined above is that the Fourier series representing log PN (A, θ ) exhibits a hierarchical structure typical of problems associated with logarithmically correlated Gaussian fields. This structure is exemplified by the branching random walk

  • There has again been a good deal of progress in proving the conjecture corresponding to (3) using the analogue for the zeta function of the hierarchical structure exemplified by the branching random walk [1,2,3,4,5,6,21,22,24], and so we see our results for the branching random walk as being of interest in the number theoretical context as well

  • Where the expectation in (12) is with respect to the Gaussian random variables. These are the moments of moments for the branching random walk

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Summary

Moments of Moments

In recent years there has been significant progress towards understanding the value distribution of the maximum of the logarithm of the characteristic polynomial of a random unitary matrix and of related log-correlated processes [1,2,3,4,5,6,11,17,18,19,20,21,22,24,25,26,27,29].

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Moments of Moments: the Branching Random Walk
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Results and Proof
Results
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Structure of Proof
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Proof Details
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Proof of Corollary 1
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Full Text
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