On the precise deviations of the characteristic polynomial of a random matrix

In this paper, using techniques developed in our earlier works on the theory of mod-Gaussian convergence, we prove precise moderate and large deviation results for the logarithm of the characteristic polynomial of a random unitary matrix. In the case where the unitary matrix is chosen according to the Haar measure, the logarithms of the probabilities of fluctuations of order $A=O(N)$ of the logarithm of the characteristic polynomial have been estimated by Hughes, Keating and O'Connell. In this work we give an equivalent of the probabilities themselves (without the logarithms), and we do so for the more general case of a matrix from the circular $β$ ensemble for any parameter $β> 0$. In comparison to previous results from Féray-Méliot-Nikeghbali (2016) and Dal Borgo-Hovhannisyan-Rouault (2019), we considerably extend the range of fluctuations for which precise estimates can be written.

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