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
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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 -