Asymptotics of rectangular spherical integrals

DOI10.1016/J.JFA.2023.110144MaRDI QIDQ6056502zbMATH OpenOpenAlexFDO

Authors Alice Guionnet, Jiaoyang Huang

Publication date 2 October 2023

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

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)

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.

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Cited in

(3)

• scientific article; zbMATH DE number 5976835 (Why is no real title available?)
• Strong solutions to a beta-Wishart particle system
• Asymptotics of generalized Bessel functions and weight multiplicities via large deviations of radial Dunkl processes

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