There has been a lot of interest in recent years in understanding the multifractality of characteristic polynomials of random matrices. In this talk I shall consider the study of moments of moments from the probabilistic perspective of Gaussian multiplicat

Abstract: There has been a lot of interest in recent years in understanding the multifractality of characteristic polynomials of random matrices. In this talk I shall consider the study of moments of moments from the probabilistic perspective of Gaussian multiplicative chaos, and in particular establish exact asymptotics for the so-called critical-subcritical regime in the context of large Haar-distributed unitary matrices. This is based on a joint work with Jon Keating.

mathematical physicsprobability

Audience: researchers in the discipline

Oxford Random Matrix Theory Seminars

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