Asymptotics of unitary and orthogonal matrix integrals

DOI10.1016/j.aim.2009.03.019zbMath1184.15024arXivmath/0608193MaRDI QIDQ2389241

Édouard Maurel-Segala, Alice Guionnet, Benoit Collins

Publication date: 15 July 2009

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0608193

zbMATH Keywords

Hermitian matrices; random matrices; large deviation; Schwinger-Dyson equation; Itzykson-Zuber integral; HCIZ integral; unitary matrix integral

Mathematics Subject Classification ID

46L54: Free probability and free operator algebras

15B57: Hermitian, skew-Hermitian, and related matrices

60F10: Large deviations

15B52: Random matrices (algebraic aspects)

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