Multiplicative chaos and the characteristic polynomial of the CUE: The L^1-phase
In this article 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...
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Veröffentlicht in: | Transactions of the American Mathematical Society 2020-06, Vol.373 (6), p.3905 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | In this article 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. |
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ISSN: | 0002-9947 1088-6850 |
DOI: | 10.1090/tran/8020 |