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Character expansion method for the first order asymptotics of a matrix integral
Authors:Alice?Guionnet  Email author" target="_blank">Mylène?Ma?daEmail author
Institution:(1) Ecole Normale Supérieure de Lyon, Unité de Mathématiques pures et appliquées, UMR 5669, 46 Allée d’Italie, 69364 Lyon Cedex 07, France;(2) Laboratoire Modal-X, Université Paris X-Nanterre, 200 av. de la république, 92001 Nanterre Cedex, France
Abstract:The estimation of various matrix integrals as the size of the matrices goes to infinity is motivated by theoretical physics, geometry and free probability questions. On a rigorous ground, only integrals of one matrix or of several matrices with simple quadratic interaction (called AB interaction) could be evaluated so far (see e.g. 19], 17] or 9]). In this article, we follow an idea widely developed in the physics literature, which is based on character expansion, to study more complex interaction. In this context, we derive a large deviation principle for the empirical measure of Young tableaux. We then use it to study a matrix model defined in the spirit of the ‘dually weighted graph model’ introduced in 13], but with a cutoff function such that the matrix integral and its character expansion converge. We prove that the free energy of this model converges as the size of the matrices goes to infinity and study the critical points of the limit.
Keywords:Large deviations  Random matrices  Non-commutative measure  Integration
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