3 papers
math.PR2022
Convergence of the logarithm of the characteristic polynomial of unitary Brownian motion in Sobolev space
Johannes Forkel, Isao Sauzedde
We prove that the convergence of the real and imaginary parts of the logarithm of the characteristic polynomial of unitary Brownian motion toward Gaussian free fields on the cylind…
math-ph2022
Moments of Moments of the Characteristic Polynomials of Random Orthogonal and Symplectic Matrices
Tom Claeys, Johannes Forkel, Jonathan P. Keating
Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal an…
math-ph2020
The Classical Compact Groups and Gaussian Multiplicative Chaos
Johannes Forkel, Jonathan P. Keating
We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its…