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Bibliographic Details
Main Authors: Lambert, Gaultier, Najnudel, Joseph
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2407.19817
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author Lambert, Gaultier
Najnudel, Joseph
author_facet Lambert, Gaultier
Najnudel, Joseph
contents The goal of this article is to expand on the relationship between random matrix and multiplicative chaos theories using the integrability properties of the circular beta-ensembles. We give a comprehensive proof of the multiplicative chaos convergence for the characteristic polynomial and eigenvalue counting function of the circular beta-ensembles throughout the subcritical phase, including negative powers. This generalizes recent results in the unitary case, [NSW20,BF22], to any beta>0 and for the eigenvalue counting field.
format Preprint
id arxiv_https___arxiv_org_abs_2407_19817
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Subcritical multiplicative chaos and the characteristic polynomial of the C$β$E
Lambert, Gaultier
Najnudel, Joseph
Probability
The goal of this article is to expand on the relationship between random matrix and multiplicative chaos theories using the integrability properties of the circular beta-ensembles. We give a comprehensive proof of the multiplicative chaos convergence for the characteristic polynomial and eigenvalue counting function of the circular beta-ensembles throughout the subcritical phase, including negative powers. This generalizes recent results in the unitary case, [NSW20,BF22], to any beta>0 and for the eigenvalue counting field.
title Subcritical multiplicative chaos and the characteristic polynomial of the C$β$E
topic Probability
url https://arxiv.org/abs/2407.19817