Convergence of the logarithm of the characteristic polynomial of unitary Brownian motion in Sobolev space

DOI10.1088/1751-8121/AD1621MaRDI QIDQ6184822zbMATH OpenOpenAlexFDO

Authors Isao Sauzedde

Publication date 29 January 2024

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2211.02034

zbMATH Keywords

random matrix theorycharacteristic polynomialGaussian free fieldunitary Brownian motion

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Brownian motion (60J65) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: We prove that the convergence of the real and imaginary parts of the logarithm of the characteristic polynomial of unitary Brownian motion toward Gaussian free fields on the cylinder, as the matrix dimension goes to infinity, holds in certain suitable Sobolev spaces, which we believe to be optimal. This is the natural dynamical analogue of the result for a fixed time by Hughes, Keating and O'Connell [1]. A weak kind of convergence is known since the work of Spohn [2], which was widely improved recently by Bourgade and Falconet [3]. In the course of this research we also proved a Wick-type identity, which we include in this paper, as it might be of independent interest.

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