Gaussian Multiplicative Chaos for Gaussian Orthogonal and Symplectic Ensembles

Abstract

We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative chaos measures after normalization for sufficiently small real powers. The main tool is a new asymptotic relation between the fractional moments of the absolute characteristic polynomials of Gaussian Orthogonal, Unitary, and Symplectic Ensembles.Comment: 73 pages. Version 3: Significant expansion of the proofs in Section 6 and Section 7. Corrections for many minor errors and typo