English

The log-Characteristic Polynomial of Generalized Wigner Matrices is Log-Correlated

Probability 2024-01-31 v2

Abstract

We prove that in the limit of large dimension, the distribution of the logarithm of the characteristic polynomial of a generalized Wigner matrix converges to a log-correlated field. In particular, this shows that the limiting joint fluctuations of the eigenvalues are also log-correlated. Our argument mirrors that of \cite{BouMod2019}, which is in turn based on the three-step argument of \cite{ErdPecRmSchYau2010,ErdSchYau2011Uni}, but applies to a wider class of models, and at the edge of the spectrum. We rely on (i) the results in the Gaussian cases, special cases of the results in \cite{BouModPai2021}, (ii) the local laws of \cite{ErdYauYin2012}(iii) the observable \cite{Bou2020} introduced and its analysis of the stochastic advection equation this observable satisfies, and (iv) the argument for a central limit theorem on mesoscopic scales in \cite{LanLopSos2021}. For the proof, we also establish a Wegner estimate and local law down to the microscopic scale, both at the edge of the spectrum.

Keywords

Cite

@article{arxiv.2302.05956,
  title  = {The log-Characteristic Polynomial of Generalized Wigner Matrices is Log-Correlated},
  author = {Krishnan Mody},
  journal= {arXiv preprint arXiv:2302.05956},
  year   = {2024}
}

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