The limiting characteristic polynomial of classical random matrix ensembles (Q1735499): Difference between revisions

The determinantal point process with sine kernel, called sine process, is of main interest in random matrix theory. It was shown in [the first author et al., Invent. Math. 207, No. 1, 23--113 (2017; Zbl 1368.11098)] that the sequence of characteristic polynomials associated to the group of unitary matrices endowed with Haar measure converges in distribution to a limiting random universal function simply deriving from the sine process. In this paper, the authors extend convergence to a larger class of sequences of random entire functions. Examples of application concern random orthogonal matrices, random symplectic matrices and the Gaussian unitary ensemble. The result in this last case is not new but the new proof provides new estimates.