A CLT for the characteristic polynomial of random Jacobi matrices, and the G$\beta$E

Fanny Augeri; Raphael Butez; Ofer Zeitouni

A CLT for the characteristic polynomial of random Jacobi matrices, and the G$\beta$E

Probability 2023-02-17 v4

Authors: Fanny Augeri , Raphael Butez , Ofer Zeitouni

Abstract

We prove a central limit theorem for the logarithm of the characteristic polynomial of random Jacobi matrices. Our results cover the G $\beta$ E models for $\beta>0$ .

Keywords

central limit theorem characteristic polynomial random jacobi matrices gβe models random matrix theory

Cite

@article{arxiv.2011.06870,
  title  = {A CLT for the characteristic polynomial of random Jacobi matrices, and the G$\beta$E},
  author = {Fanny Augeri and Raphael Butez and Ofer Zeitouni},
  journal= {arXiv preprint arXiv:2011.06870},
  year   = {2023}
}

Comments

V3: Corrected a mistake in computation of centering, improved error estimates through section 4, various typos corrected. V4: Slight modifications and rearrangement, to appear in PTRF

A CLT for the characteristic polynomial of random Jacobi matrices, and the G$\beta$E

Abstract

Keywords

Cite

Comments

Related papers