A limiting random analytic function related to the CUE
classification
🧮 math.PR
keywords
randomanalyticcharacteristicfunctionmatrixpolynomialrescaledalmost
read the original abstract
We show in this paper that, when properly rescaled in time and in space, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process with sine kernel. We prove this result in the framework of virtual isometries to circumvent the fact that the rescaled characteristic polynomial does not even have a moment of order one, hence making the classical techniques of random matrix theory difficult to apply.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.