In recent years, our understanding of the asymptotic behavior of characteristic polynomials of random matrices has seen much progression. A key paradigm in this area is that the asymptotic behavior is often captured by an appropriate family of Gaussian multiplicative chaos (GMC) measures (defined heuristically as the normalized exponential of log-correlated random fields). Indeed, such results have been shown for Harr distributed matrices for U(N), O(N), and Sp(2N), as well as for one-cut Hermitian invariant ensembles (and in particular, GUE(N)). In this talk we explain an extension of these results to GOE(2N) and GSE(N). The key tool is a new asymptotic relation between the moments of the characteristic polynomials of all three classical ensembles.
