Asymptotics of unitary and orthogonal matrix integrals
From MaRDI portal
Publication:2389241
DOI10.1016/j.aim.2009.03.019zbMath1184.15024arXivmath/0608193MaRDI QIDQ2389241
Alice Guionnet, Benoit Collins, Édouard Maurel-Segala
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
Hermitian matrices; random matrices; large deviation; Schwinger-Dyson equation; Itzykson-Zuber integral; HCIZ integral; unitary matrix integral
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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