Asymptotics of rectangular spherical integrals

DOI10.1016/J.JFA.2023.110144zbMATH Open1525.60037arXiv2106.07146OpenAlexW4386247006MaRDI QIDQ6056502FDOQ6056502

Alice Guionnet, Jiaoyang Huang

Publication date: 2 October 2023

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: In this article we study the Dyson Bessel process, which describes the evolution of singular values of rectangular matrix Brownian motions, and prove a large deviation principle for its empirical particle density. We then use it to obtain the asymptotics of the so-called rectangular spherical integrals as $m,n$ go to infinity while $m/n$ converges.

Full work available at URL: https://arxiv.org/abs/2106.07146

zbMATH Keywords

random matrix theorylarge deviationDyson-Brownian motionmultivariate Bessel processesrectangular spherical integral

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (algebraic aspects) (15B52) Brownian motion (60J65) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21)

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