Non-intersecting Brownian Motions and Gaussian Multiplicative Chaos

We obtain Fisher-Hartwig asymptotics with root and jump type singularities in space-time under the law of the stationary Hermitian Ornstein-Uhlenbeck process, which serve as a dynamical generalization of earlier static results obtained by Riemann-Hilbert methods. This extends previous asymptotics by [Krasovsky 2007], [Its, Krasovsky 2008], and [Charlier 2019]. As a consequence, fractional powers of the absolute value of the characteristic polynomial of this process (and the exponential eigenvalues counting process) converge to a two dimensional Gaussian multiplicative chaos measure on an infinite strip in the subcritical phase. The dynamical Fisher-Hartwig asymptotics also provide the leading order of the log-characteristic polynomial, together with optimal bulk rigidity for non-intersecting Brownian motions. These results offer (i) the second connection between random matrix theory and Liouville quantum gravity measures after [Bourgade, Falconet 2025], by proving a dynamical generalization of the single-time convergence to the GMC from [Berestycki, Webb, Wong 2018], (ii) a dynamical extension of the maximum of the log-characteristic polynomial [Lambert, Paquette 2019] and the optimal rigidity [Claeys, Fahs, Lambert, Webb 2021].

Publication Details

Journal
ArXiv.org
Published
2025-08-15
Primary Topic
Water Quality and Resources Studies
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Non-intersecting Brownian Motions and Gaussian Multiplicative Chaos

ArXiv.org
Water Quality and Resources Studies
article

Non-intersecting Brownian Motions and Gaussian Multiplicative Chaos

article en

Abstract

We obtain Fisher-Hartwig asymptotics with root and jump type singularities in space-time under the law of the stationary Hermitian Ornstein-Uhlenbeck process, which serve as a dynamical generalization of earlier static results obtained by Riemann-Hilbert methods. This extends previous asymptotics by [Krasovsky 2007], [Its, Krasovsky 2008], and [Charlier 2019]. As a consequence, fractional powers of the absolute value of the characteristic polynomial of this process (and the exponential eigenvalues counting process) converge to a two dimensional Gaussian multiplicative chaos measure on an infinite strip in the subcritical phase. The dynamical Fisher-Hartwig asymptotics also provide the leading order of the log-characteristic polynomial, together with optimal bulk rigidity for non-intersecting Brownian motions. These results offer (i) the second connection between random matrix theory and Liouville quantum gravity measures after [Bourgade, Falconet 2025], by proving a dynamical generalization of the single-time convergence to the GMC from [Berestycki, Webb, Wong 2018], (ii) a dynamical extension of the maximum of the log-characteristic polynomial [Lambert, Paquette 2019] and the optimal rigidity [Claeys, Fahs, Lambert, Webb 2021].

ArXiv.org
Peace, Justice and strong institutions
Openalex Percentile: Top 55%
Water Quality and Resources Studies
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

Non-intersecting Brownian Motions and Gaussian Multiplicative Chaos · ArXiv.org (2025) | TGRS Research Map | TGRS