Publication:

Strong approximation of Gaussian β ensemble characteristic polynomials: The hyperbolic regime

Date

Date

Date
2023
Journal Article
Published version

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Citation copied

Lambert, G., & Paquette, E. (2023). Strong approximation of Gaussian β ensemble characteristic polynomials: The hyperbolic regime. Annals of Applied Probability, 33, 549–612. https://doi.org/10.1214/22-aap1823

Abstract

Abstract

Abstract

We investigate the characteristic polynomials phi N of the Gaussian beta ensemble for general beta > 0 through its transfer matrix recurrence. Our motivation is to obtain a (probabilistic) approximation for phi N in terms of a Gaussian log-correlated field. We distinguish between different types of transfer matrices and analyze completely the hyperbolic part of the recurrence. As a result, we obtain a new coupling between phi N and a Gaussian analytic function with an error which is uniform away from the support of the semicircle law.

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Citations

6 in Web of Science Acq. date: 2025-12-03

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Creators (Authors)

  • Lambert, Gaultier
    affiliation.icon.alt
  • Paquette, Elliot
    affiliation.icon.alt

Journal/Series Title

Journal/Series Title

Journal/Series Title

Volume

Volume

Volume
33

Number

Number

Number
1

Page range/Item number

Page range/Item number

Page range/Item number
549

Page end

Page end

Page end
612

Item Type

Item Type

Item Type
Journal Article

Dewey Decimal Classifikation

Dewey Decimal Classifikation

Dewey Decimal Classifikation

Keywords

Statistics, Probability and Uncertainty, Statistics and Probability Gaussian &beta-ensembles, product of random matrices, Gaussian multiplicative chaos LOG-CORRELATED FIELDS ; BETA-ENSEMBLES ; MAXIMUM ; ASYMPTOTICS ; EIGENVALUES ; RESPECT ; LIMIT ; SUMS

Language

Language

Language
English

Publication date

Publication date

Publication date
2023-02-01

Date available

Date available

Date available
2024-01-10

Publisher

Publisher

Publisher

ISSN or e-ISSN

ISSN or e-ISSN

ISSN or e-ISSN
1050-5164

Additional Information

Additional Information

Additional Information
Funding. G.L. research is supported by the SNSF Ambizione Grant S-71114-05-01. E.P. supported by Simons Foundation travel Grant 638152. We acknowledge support from the Park City Mathematics Institute 2017, at which this program was begun, and in particular acknowledge NSF grant DMS:1441467.

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OA Status

OA Status
Green

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Free Access at
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Citations

6 in Web of Science Acq. date: 2025-12-03

Citations

Citation copied

Lambert, G., & Paquette, E. (2023). Strong approximation of Gaussian β ensemble characteristic polynomials: The hyperbolic regime. Annals of Applied Probability, 33, 549–612. https://doi.org/10.1214/22-aap1823

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