Speaker
Cipolloni, Università di Roma, Tor Vergata
Abstract
We show that the characteristic polynomial of a matrix with
independent, identically distributed entries converges to the Gaussian
multiplicative chaos in the unit disk in the limit of large dimension. Our
results hold in the entire subcritical region and for matrices with both real
and complex entries. We also derive asymptotics for the K-point function of
the characteristic polynomial evaluated at mesoscopically separated points.