The Classical Compact Groups and Gaussian Multiplicative Chaos

arXiv2008.07825MaRDI QIDQ6347286FDOQ6347286

Authors: J. P. Keating 

Publication date: 18 August 2020

Abstract: We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small neighborhoods around $pm1$. We show that for small enough powers and under suitable normalization, as the matrix size goes to infinity, these random measures converge in distribution to a Gaussian multiplicative chaos measure. Our result is analogous to one on unitary matrices previously established by Christian Webb in [31]. We thus complete the connection between the classical compact groups and Gaussian multiplicative chaos. To prove this we establish appropriate asymptotic formulae for Toeplitz and Toeplitz+Hankel determinants with merging singularities. Using a recent formula communicated to us by Claeys et al., we are able to extend our result to the whole of the unit circle.

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