{ "id": "2206.03029", "version": "v1", "published": "2022-06-07T06:03:46.000Z", "updated": "2022-06-07T06:03:46.000Z", "title": "Liouville quantum gravity from random matrix dynamics", "authors": [ "Paul Bourgade", "Hugo Falconet" ], "comment": "39 pages", "categories": [ "math.PR", "math-ph", "math.MP" ], "abstract": "We establish the first connection between $2d$ Liouville quantum gravity and natural dynamics of random matrices. In particular, we show that if $(U_t)$ is a Brownian motion on the unitary group at equilibrium, then the measures $$ |\\det(U_t - e^{i \\theta})|^{\\gamma} dt d\\theta $$ converge in the limit of large dimension to the $2d$ LQG measure, a properly normalized exponential of the $2d$ Gaussian free field. Gaussian free field type fluctuations associated with these dynamics were first established by Spohn (1998) and convergence to the LQG measure in $2d$ settings was conjectured since the work of Webb (2014), who proved the convergence of related one dimensional measures by using inputs from Riemann-Hilbert theory. The convergence follows from the first multi-time extension of the result by Widom (1973) on Fisher-Hartwig asymptotics of Toeplitz determinants with real symbols. To prove these, we develop a general surgery argument and combine determinantal point processes estimates with stochastic analysis on Lie group, providing in passing a probabilistic proof of Webb's $1d$ result. We believe the techniques will be more broadly applicable to matrix dynamics out of equilibrium, joint moments of determinants for classes of correlated random matrices, and the characteristic polynomial of non-Hermitian random matrices.", "revisions": [ { "version": "v1", "updated": "2022-06-07T06:03:46.000Z" } ], "analyses": { "keywords": [ "liouville quantum gravity", "random matrix dynamics", "gaussian free field type fluctuations", "lqg measure", "determinantal point processes estimates" ], "note": { "typesetting": "TeX", "pages": 39, "language": "en", "license": "arXiv", "status": "editable" } } }