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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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Table of 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.