Skip to content
DraconiticResearch
Search Sources API
203,203 studies31 sourcesUpdated 27 min ago
PreprintarXiv licencearXiv

Critical characteristic-polynomial chaos for complex iid matrices

Abstract

We prove convergence to critical Gaussian multiplicative chaos for characteristic-polynomial measures of complex iid matrices. Let AN=N−1/2(ξij), with a fixed law satisfying 𝔼ξ=𝔼ξ2=0, 𝔼|ξ|2=1, and finite moments of every order; no density is assumed. On each fixed disk {|z|≤ r}, 0<r<1, expectation-normalized determinant measures at power 2√2, multiplied by √(1/2log N), converge to critical chaos with a fourth-cumulant covariance correction. The normalized height-deficit marked measure converges to the product of this spatial limit and the standard Rayleigh law. Convergence holds jointly with centered averages of the √2-scaled original logarithmic field against finitely many smooth compactly supported bulk tests, and with the two-sided near-critical curve at powers q=2√2−2λ/√(log N). On fixed compact parameter intervals, the curve converges in law in the uniform weak topology; all limiting coordinates use the same Gaussian field. The limiting curve is an explicit deterministic profile times the same critical measure.

Related

  1. Subcritical multiplicative chaos and the characteristic polynomial of the CβE
    Gaultier Lambert, Joseph Najnudel
    Probability Theory and Related FieldsPeer-reviewedCC BYFull text14 citedStatisticsOpenAlex
  2. Counting Integral Matrices with Given Cubic Characteristic Polynomial
    Philipp Habegger
    arXivPreprintCC BY 4.0Full textAlgebra & number theoryarXiv
  3. Counting matrices with given characteristic polynomial
    Tim Browning, Fabian Gundlach, Will Sawin
    arXivPreprintCC BY 4.0Full textAlgebra & number theoryarXiv
  4. On multilinear polynomial identities for 2×2 matrices in characteristic $2$
    Iritan Ferreira dos Santos
    arXivPreprintarXiv licenceFull textAlgebra & number theoryarXiv
  5. Characteristic polynomial of self-normalized random matrices
    Quentin François, Johannes Heiny, Xuechun Hu
    arXivPreprintarXiv licenceFull textProbabilityarXiv
BibTeX
@misc{cai2026critical,
  title = {{Critical characteristic-polynomial chaos for complex iid matrices}},
  author = {Yin Cai and Xiang Fang and Feng Guo},
  howpublished = {arXiv},
  year = {2026},
  month = nov,
  doi = {10.48550/arxiv.2611.01794},
  eprint = {2611.01794},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2611.01794},
}
RIS
TY  - UNPB
TI  - Critical characteristic-polynomial chaos for complex iid matrices
AU  - Yin Cai
AU  - Xiang Fang
AU  - Feng Guo
PY  - 2026
DA  - 2026/11/01
PB  - arXiv
DO  - 10.48550/arxiv.2611.01794
UR  - https://arxiv.org/abs/2611.01794
AB  - We prove convergence to critical Gaussian multiplicative chaos for characteristic-polynomial measures of complex iid matrices. Let A_N=N^−1/2(ξ_ij), with a fixed law satisfying 𝔼ξ=𝔼ξ^2=0, 𝔼|ξ|^2=1, and finite moments of every order; no density is assumed. On each fixed disk {|z|≤ r}, 0<r<1, expectation-normalized determinant measures at power 2√2, multiplied by √(1/2log N), converge to critical chaos with a fourth-cumulant covariance correction. The normalized height-deficit marked measure converges to the product of this spatial limit and the standard Rayleigh law. Convergence holds jointly with centered averages of the √2-scaled original logarithmic field against finitely many smooth compactly supported bulk tests, and with the two-sided near-critical curve at powers q=2√2−2λ/√(log N). On fixed compact parameter intervals, the curve converges in law in the uniform weak topology; all limiting coordinates use the same Gaussian field. The limiting curve is an explicit deterministic profile times the same critical measure.
ER  -