Multiplicative chaos and the characteristic polynomial of the CUE: The 𝐿¹-phase

Abstract

In this article we prove that suitable positive powers of the absolute value of the characteristic polynomial of a Haar distributed random unitary matrix converge in law, as the size of the matrix tends to infinity, to a Gaussian multiplicative chaos measure once correctly normalized. We prove this in the whole <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper L Superscript 1"> <mml:semantics> <mml:msup> <mml:mi>L</mml:mi> <mml:mn>1</mml:mn> </mml:msup> <mml:annotation encoding="application/x-tex">L^1</mml:annotation> </mml:semantics> </mml:math> </inline-formula> - or subcritical phase of the chaos measure.

Topics & Concepts