A CLT for the characteristic polynomial ...
Document type :
Pré-publication ou Document de travail
Title :
A CLT for the characteristic polynomial of random Jacobi matrices, and the G$\beta$E
Author(s) :
Augeri, Fanny [Auteur]
Department of Mathematics [Rehovot]
Laboratoire de Probabilités, Statistique et Modélisation [LPSM (UMR_8001)]
Butez, Raphael [Auteur]
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Zeitouni, Ofer [Auteur]
Weizmann Institute of Science [Rehovot, Israël]
Department of Mathematics [Rehovot]
Laboratoire de Probabilités, Statistique et Modélisation [LPSM (UMR_8001)]
Butez, Raphael [Auteur]
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Zeitouni, Ofer [Auteur]
Weizmann Institute of Science [Rehovot, Israël]
HAL domain(s) :
Mathématiques [math]
English abstract : [en]
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 $\beta>0$.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 $\beta>0$.Show less >
Language :
Anglais
Comment :
Corrected a mistake in computation of centering, improved error estimates through section 4, various typos corrected
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- 2011.06870
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