A CLT for the characteristic polynomial of random Jacobi matrices, and the GβE

2020/11/13 by Augeri, Fanny, Butez, Raphael, Zeitouni, Ofer
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2011.06870

Abstract

We prove a central limit theorem for the logarithm of the characteristic polynomial of random Jacobi matrices. Our results cover the GβE models for β>0.

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