Liouville quantum gravity from random matrix dynamics
Abstract
We establish the first connection between Liouville quantum gravity and natural dynamics of random matrices. In particular, we show that if is a Brownian motion on the unitary group at equilibrium, then the measures converge in the limit of large dimension to the LQG measure, a properly normalized exponential of the Gaussian free field. Gaussian free field type fluctuations associated with these dynamics were first established by Spohn (1998) and convergence to the LQG measure in settings was conjectured since the work of Webb (2014), who proved the convergence of related one dimensional measures by using inputs from Riemann-Hilbert theory. The convergence follows from the first multi-time extension of the result by Widom (1973) on Fisher-Hartwig asymptotics of Toeplitz determinants with real symbols. To prove these, we develop a general surgery argument and combine determinantal point processes estimates with stochastic analysis on Lie group, providing in passing a probabilistic proof of Webb's result. We believe the techniques will be more broadly applicable to matrix dynamics out of equilibrium, joint moments of determinants for classes of correlated random matrices, and the characteristic polynomial of non-Hermitian random matrices.
Cite
@article{arxiv.2206.03029,
title = {Liouville quantum gravity from random matrix dynamics},
author = {Paul Bourgade and Hugo Falconet},
journal= {arXiv preprint arXiv:2206.03029},
year = {2025}
}
Comments
v4: new appendix on jump singularities, changes in Lemma 5.6, main results unchanged, 46 pages