Gaussian Multiplicative Chaos for i.i.d. matrices
math.PRmath-phmath.MP2026-05v1license
Abstract
We consider matrices with independent, identically distributed entries, and prove that the sequence of measures converge to the Gaussian Multiplicative Chaos in the full subcritical regime as . Our result holds for both symmetry classes and in particular is new even for real Ginibre matrices, and is the first such convergence for any non-invariant ensemble of random matrices. We also establish the asymptotics for the -point function of at any collection of mesoscopically separated points . Our methods are analytic and probabilistic in nature, relying in part on the dynamical approach based on Dyson Brownian motion.
Comments: 80 pages
Cite
@article{arxiv.2605.29962,
title = {Gaussian Multiplicative Chaos for i.i.d. matrices},
author = {Giorgio Cipolloni and Benjamin Landon},
journal= {arXiv preprint arXiv:2605.29962},
year = {2026}
}