Multiplicative chaos and the characteristic polynomial of the CUE: the L¹-phase
classification
🧮 math.PR
math-phmath.MP
keywords
chaoscharacteristicmatrixmeasuremultiplicativephasepolynomialprove
read the original abstract
In this note we prove that suitable positive powers of the absolute value of the characteristic polynomial of a Haar distributed random unitary matrix converge in law, as the size of the matrix tends to infinity, to a Gaussian multiplicative chaos measure once correctly normalized. We prove this in the whole $L^1$- or subcritical phase of the chaos measure.
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.