The characteristic polynomial of a random unitary matrix and Gaussian Multiplicative Chaos Christian Webb, Aalto University Abstract: We consider random unitary matrices distributed according to the Haar measure on the unitary group. We prove that as we increase the size of the matrix, its characteristic polynomial (and suitable powers of it) converges to a Gaussian Multiplicative Chaos measure (or distribution in the case of complex powers). Aalto Stochastics & Statistics Seminar Mon 27 Oct 2014, 16:15 Lecture Hall M2, Otakaari 1, Espoo