Random Hermitian matrices and Gaussian multiplicative chaos

DOI10.1007/s00440-017-0806-9zbMath1429.60009arXiv1701.03289OpenAlexW2950959300WikidataQ59612965 ScholiaQ59612965MaRDI QIDQ1626604

Christian Webb, Mo Dick Wong, Nathanaël Berestycki

Publication date: 21 November 2018

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.03289

zbMATH Keywords

Gaussian chaosFisher-Hartwig singularitiesrandom Hermitian matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random measures (60G57) Toeplitz, Cauchy, and related matrices (15B05)

Related Items

Painlevé V and the Hankel determinant for a singularly perturbed Jacobi weight, Asymptotic relations for semi-classical Laguerre orthogonal polynomials and the associated Hankel determinants, Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities, Maxima of log-correlated fields: some recent developments*, Global rigidity and exponential moments for soft and hard edge point processes, Subcritical multiplicative chaos for regularized counting statistics from random matrix theory, On the critical-subcritical moments of moments of random characteristic polynomials: a GMC perspective, Imaginary multiplicative chaos: moments, regularity and connections to the Ising model, Brownian loops, layering fields and imaginary Gaussian multiplicative chaos, Asymptotics of determinants with a rotation-invariant weight and discontinuities along circles, Large gap asymptotics for Airy kernel determinants with discontinuities, The distribution of Gaussian multiplicative chaos on the unit interval, A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E, Multiplicative chaos of the Brownian loop soup, Multifractal analysis of Gaussian multiplicative chaos and applications, Expanding the Fourier transform of the scaled circular Jacobi \(\beta\) ensemble density, Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime, Maximum of the characteristic polynomial of the Ginibre ensemble, Gaussian multiplicative chaos for Gaussian orthogonal and symplectic ensembles, Universality for multiplicative statistics of Hermitian random matrices and the integro-differential Painlevé II equation, Characteristic polynomials of random truncations: Moments, duality and asymptotics, Secular coefficients and the holomorphic multiplicative chaos, Multiplicative chaos and the characteristic polynomial of the CUE: The 𝐿¹-phase, Convergence of the logarithm of the characteristic polynomial of unitary Brownian motion in Sobolev space, On the moments of the characteristic polynomial of a Ginibre random matrix, Extreme values of CUE characteristic polynomials: a numerical study, Asymptotics of Hankel determinants with a Laguerre-type or Jacobi-type potential and Fisher-Hartwig singularities, Gaussian fluctuations of the determinant of Wigner matrices, Critical Brownian multiplicative chaos, How much can the eigenvalues of a random Hermitian matrix fluctuate?, Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications, Decompositions of log-correlated fields with applications, Planar Brownian motion and Gaussian multiplicative chaos, Universal tail profile of Gaussian multiplicative chaos, Optimal local law and central limit theorem for \(\beta\)-ensembles

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Liouville quantum gravity on the Riemann sphere
• Random matrices with merging singularities and the Painlevé V equation
• Glassy phase and freezing of log-correlated Gaussian potentials
• Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble
• Conformal weldings of random surfaces: SLE and the quantum gravity zipper
• Uniqueness and universality of the Brownian map
• The Brownian map is the scaling limit of uniform random plane quadrangulations
• Anisotropic growth of random surfaces in \({2+1}\) dimensions
• Random conformal weldings
• Gaussian multiplicative chaos and applications: a review
• Quantum Loewner evolution
• The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios
• Maximum of the characteristic polynomial of random unitary matrices
• Liouville quantum gravity and KPZ
• Asymptotics of Toeplitz, Hankel, and Toeplitz+Hankel determinants with Fisher-Hartwig singularities
• The characteristic polynomial of a random unitary matrix and Gaussian multiplicative chaos -- the \(L^2\)-phase
• Toeplitz determinants with merging singularities
• The isomonodromy approach to matrix models in 2D quantum gravity
• New results on the equilibrium measure for logarithmic potentials in the presence of an external field
• Strong asymptotics of the recurrence coefficients of orthogonal polynomials associated to the generalized Jacobi weight.
• Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
• Dominos and the Gaussian free field.
• The Riemann--Hilbert approach to strong asymptotics for orthogonal polynomials on [-1,1]
• Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
• Analyticity of the planar limit of a matrix model
• On fluctuations of eigenvalues of random Hermitian matrices.
• On the maximum of the C\(\beta\)E field
• Complex Gaussian multiplicative chaos
• A steepest descent method for oscillatory Riemann-Hilbert problems. Asymptotics for the MKdV equation
• Correlations of the characteristic polynomials in the Gaussian unitary ensemble or a singular Hankel determinant
• An elementary approach to Gaussian multiplicative chaos
• On the distribution of the maximum value of the characteristic polynomial of GUE random matrices
• Freezing transitions and extreme values: random matrix theory, and disordered landscapes
• On the asymptotics of a Toeplitz determinant with singularities
• Convergence in Law of the Maximum of the Two‐Dimensional Discrete Gaussian Free Field
• An Introduction to Random Matrices
• Generic behavior of the density of states in random matrix theory and equilibrium problems in the presence of real analytic external fields
• Gaussian multiplicative chaos and Liouville quantum gravity
• Applications and generalizations of Fisher–Hartwig asymptotics
• Log-normal continuous cascade model of asset returns: aggregation properties and estimation
• The Noise in the Circular Law and the Gaussian Free Field
• Random matrix theory and \(\zeta(1/2+it)\).
• On the characteristic polynomial of a random unitary matrix