Spherical integrals of sublinear rank
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extreme eigenvaluesGOE/GUE matriceslarge deviationsspherical integralsspin glassessub-Gaussian Wigner matrices
Integral transforms, operational calculus (44A99) Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses) (82D30)
Cites work
- A Fourier view on the \(R\)-transform and related asymptotics of spherical integrals
- A Short Proof of Selberg’s Generalized Beta Formula
- Addendum to: Large deviations asymptotics for spherical integrals
- Asymptotic expansion of spherical integral
- Asymptotics of \(k\) dimensional spherical integrals and applications
- Asymptotics of symmetric polynomials with applications to statistical mechanics and representation theory
- Broken replica symmetry bounds in the mean field spin glass model
- Central limit theorems for linear statistics of heavy tailed random matrices
- Character expansion method for the first order asymptotics of a matrix integral
- Concentration of the spectral measure for large matrices
- Constrained low-rank matrix estimation: phase transitions, approximate message passing and applications
- Ferromagnetic to paramagnetic transition in spherical spin glass
- Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction
- Free energy in the mixed p-spin models with vector spins
- Free energy in the Potts spin Glass
- Free energy of multiple systems of spherical spin glasses with constrained overlaps
- Free energy of the spherical mean field model
- Fundamental limits of detection in the spiked Wigner model
- Fundamental limits of symmetric low-rank matrix estimation
- Hamilton-Jacobi equations for finite-rank matrix inference
- Horn's problem and Harish-Chandra's integrals. Probability density functions
- scientific article; zbMATH DE number 3107108 (Why is no real title available?)
- INVARIANT DIFFERENTIAL OPERATORS ON A SEMISIMPLE LIE ALGEBRA
- Large deviations asymptotics for spherical integrals
- Large deviations for extreme eigenvalues of deformed Wigner random matrices
- Large deviations for the largest eigenvalue of Rademacher matrices
- Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
- Large deviations for the largest eigenvalue of sub-Gaussian matrices
- Large deviations for the largest eigenvalue of the sum of two random matrices
- Marginals of a spherical spin Glass model with correlated disorder
- Mesoscopic perturbations of large random matrices
- Mutual Information and Minimum Mean-Square Error in Gaussian Channels
- New scaling of Itzykson-Zuber integrals
- On Horn's problem and its volume function
- On the overlap in the multiple spherical SK models
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Product of random projections, Jacobi ensembles and universality problems arising from free probability
- Replica symmetry breaking and the nature of the spin glass phase
- Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices
- Spectral gap estimates in mean field spin glasses
- Spherical spin glass model with external field
- The adaptive interpolation method: a simple scheme to prove replica formulas in Bayesian inference
- The Aizenman-Sims-Starr scheme and Parisi formula for mixed \(p\)-spin spherical models
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
- The Parisi ultrametricity conjecture
- The planar approximation. II
- The TAP-Plefka variational principle for the spherical SK model
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