The characteristic polynomial of a random unitary matrix and Gaussian multiplicative chaos -- the \(L^2\)-phase
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Publication:894163
DOI10.1214/EJP.v20-4296zbMath1328.15052arXiv1410.0939MaRDI QIDQ894163
Publication date: 27 November 2015
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.0939
characteristic polynomialcircular unitary ensembleGaussian multiplicative chaosrandom unitary matrix
Random matrices (probabilistic aspects) (60B20) Random measures (60G57) Random matrices (algebraic aspects) (15B52)
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