Gaultier Lambert

About me

My mathematical interests lie at the interface between probability theory, analysis, combinatorics and mathematical physics. My research focuses on random matrices, statistical physics, and Gaussian Multiplicative Chaos.


glambert at
ORCID ID 0000-0001-5260-2239
Google scholar webpage

Dept. of Mathematics
KTH Royal Institute of Technology
Lindstedtsvägen 25, Stockholm

If you are interested in doing a Master's thesis in probability theory related to any of the above topics and you would like to be working with me, I am actively looking for students! So, please do not hesitate to contact me!



Papers and preprints

  1. Multiplicative chaos measures from thick points of log-correlated field. with J. Junnila and C. Webb.
  2. From Berry-Esseen to super-exponential, with K. Courteaut and K. Johansson.
  3. The characteristic polynomial of sums of random permutations and regular digraphs, with S. Coste and Y. Zhu
  4. Quantum statistics transmutation via magnetic flux attachment, with D. Lundholm and N. Rougerie
  5. Universality for free fermions and the local Weyl law for semiclassical Schrödinger operators, with A. Deleporte.
  6. Strong approximation of Gaussian β-ensemble characteristic polynomials: the edge regime and the stochastic Airy function, with E. Paquette.
  7. Precise deviations for disk counting statistics of invariant determinantal processes, with M. Fenzl.
    International Mathematics Research Notices. (2021)
  8. Multivariate normal approximation for traces of random unitary matrices, with K. Johansson.
    Ann. Probab. 49, Number 6, 2961-3010. (2021)
  9. Strong approximation of Gaussian β-ensemble characteristic polynomials: the hyperbolic regime, with E. Paquette.
    Ann. Appl. Probab. (2022+)
  10. Poisson statistics for Gibbs measures at high temperature.
    Ann. Inst. H. Poincaré Probab. Statist. 57(1), 326-350, (2021)
  11. CLT for circular β-ensembles at high temperature, with A. Hardy.
    J. Funct. Anal. 280(7), Article 108869 (2021)
  12. How much can the eigenvalues of a random Hermitian matrix fluctuate? with T. Claeys, B. Fahs and C. Webb.
    Duke Math. J. 170(9): 2085-2235 (2021)
  13. Mesoscopic central limit theorem for the circular β-ensembles and applications.
    Electron. J. Probab. 26 (2021), paper no. 7.
  14. Maximum of the characteristic polynomial of the Ginibre ensemble.
    Comm. Math. Phys. 378 (2020), no. 2, 943-985.
  15. Quantitative normal approximation of linear statistics of β-ensembles, with M. Ledoux and C. Webb.
    Ann. Probab. 47, Number 5 (2019), 2619-2685
  16. Incomplete determinantal processes: from random matrix to Poisson statistics.
    J. Stat. Phys. 176(6), 1343-1374 (2019)
  17. Subcritical multiplicative chaos for regularized counting statistics from random matrix theory, with D. Ostrovsky and N. Simm.
    Commun. Math. Phys., Volume 360 (2018), Issue 1, 1-54
  18. The law of large numbers for the maximum of almost Gaussian log-correlated random fields coming from random matrices, with E. Paquette.
    Probab. Theory Relat. Fields 173:157-209 (2019)
  19. Limit theorems for biorthogonal ensembles and related combinatorial identities.
    Adv. Math. 329 (2018), 590-648
  20. Mesoscopic fluctuations for unitary invariant ensembles
    Electron. J. Probab., Volume 23 (2018), paper no. 7, 33 pp
  21. Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes, with K. Johansson.
    Ann. Probab. 46, Number 3 (2018), 1201-1278.
  22. Symmetry-breaking phase transition in a dynamical decision model, with E. Bertin and G. Chevereau.
    J. Stat. Mech. P06005 (2011)
My papers are all available on arXiv.


At the University of Zurich

At KTH Royal Institute of Technology

Seminar talks









Conferences and Workshops

Updated on August 31, 2022