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arXiv · 2311.06616

Fisher-Hartwig Asymptotics and Log-Correlated Fields in Random Matrix Theory

Johannes Forkel
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Abstract

This thesis is based on joint work with Jon Keating [FK21], Tom Claeys and Jon Keating [CFK23], and Isao Sauzedde [FS22], and is concerned with establishing and studying connections between random matrices and log-correlated fields. This is done with the help of formulae, including some newly established ones, for the asymptotics of Toeplitz, and Toeplitz+Hankel determinants with Fisher-Hartwig singularities. In Chapter 1, we give an introduction to the mathematical objects that we are interested in. In particular we explain the relations between the characteristic polynomial of random matrices, log-correlated fields, Gaussian multiplicative chaos, the moments of moments, and Toeplitz and Toeplitz+Hankel determinants with Fisher-Hartwig singularities. In Chapter 2 we use Riemann-Hilbert techniques to establish formulae for the asymptotics of Toeplitz, and Toeplitz+Hankel determinants with two complex conjugate pairs of merging Fisher-Hartwig singularities. In Chapter 3 we complete the connection between the classical compact groups and Gaussian multiplicative chaos, by showing that analogously to the case of the unitary group first established in [Web15], the characteristic polynomial of random orthogonal and symplectic matrices, when properly normalized, converges to a Gaussian multiplicative chaos measure on the unit circle. In Chapter 4 we compute the asymptotics of the moments of moments of random orthogonal and symplectic matrices, which can be expressed in terms of integrals over Toeplitz+Hankel determinants. The phase transitions we observe are in stark contrast to the ones proven for the unitary group in [Fah21]. In Chapter 5 we establish convergence in Sobolev spaces, of the logarithm of the characteristic polynomial of unitary Brownian motion to the Gaussian free field on the cylinder, thus proving the dynamical analogue of the classical stationary result in [HKO01].

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Johannes Forkel. 2023-11-11. Fisher-Hartwig Asymptotics and Log-Correlated Fields in Random Matrix Theory. https://arxiv.org/abs/2311.06616

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