Asymptotics of unitary and orthogonal matrix integrals

DOI10.1016/j.aim.2009.03.019zbMath1184.15024arXivmath/0608193OpenAlexW2114112377MaRDI 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 matricesrandom matriceslarge deviationSchwinger-Dyson equationItzykson-Zuber integralHCIZ integralunitary matrix integral

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Hermitian, skew-Hermitian, and related matrices (15B57) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)

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