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arxiv: 1806.01831 · v1 · pith:5AQFU6RBnew · submitted 2018-06-05 · 🧮 math.PR · math-ph· math.MP

Multiplicative chaos and the characteristic polynomial of the CUE: the L¹-phase

classification 🧮 math.PR math-phmath.MP
keywords chaoscharacteristicmatrixmeasuremultiplicativephasepolynomialprove
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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.

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