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

Authors :
Augeri, Fanny
Butez, Raphael
Zeitouni, Ofer
Publication Year :
2020

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 $\beta>0$.<br />Comment: 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

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2011.06870
Document Type :
Working Paper

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