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Asymptotics of unitary and orthogonal matrix integrals, (arXiv:0608.193 (0)

by B Collins, A Guionnet, E Maurel-Segala
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The single ring theorem

by Alice Guionnet, Manjunath Krishnapur, Ofer Zeitouni , 2009
"... We study the empirical measure LAn of the eigenvalues of non-normal square matrices of the form An = UnDnVn with Un,Vn independent Haar distributed on the unitary group and Dn real diagonal. We show that when the empirical measure of the eigenvalues of Dn converges, and Dn satisfies some technical c ..."
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We study the empirical measure LAn of the eigenvalues of non-normal square matrices of the form An = UnDnVn with Un,Vn independent Haar distributed on the unitary group and Dn real diagonal. We show that when the empirical measure of the eigenvalues of Dn converges, and Dn satisfies some technical conditions, LAn converges towards a rotationally invariant measure on the complex plane whose support is a single ring. In particular, we provide a complete proof of Feinberg-Zee single ring theorem [5]. We also consider the case where Un,Vn are independent Haar distributed on the orthogonal group. 1 The problem Horn [15] asked the question of describing the eigenvalues of a square matrix with prescribed singular values. If A is a n × n matrix with singular values s1 ≥... ≥
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...and the so called Schwinger–Dyson (or master-loop) equations. Such equations were already the key to obtain fine estimates on the Stieltjes transform of Gaussian generalized band matrices in [14]. In =-=[4]-=-, they were used to study the asymptotics of matrix models on the unitary group. Our approach combines ideas of [14] to estimate Stieltjes transform and the necessary adaptations to unitary matrices a...

Combinatorics of dispersionless integrable systems and universality in random matrix theory

by Yuji Kodama, Virgil, U. Pierce
"... Abstract. It is well-known that the partition function of the unitary ensembles of random matrices is given by a τ-function of the Toda lattice hierarchy and those of the orthogonal and symplectic ensembles are τ-functions of the Pfaff lattice hierarchy. In these cases the asymptotic expansions of t ..."
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Abstract. It is well-known that the partition function of the unitary ensembles of random matrices is given by a τ-function of the Toda lattice hierarchy and those of the orthogonal and symplectic ensembles are τ-functions of the Pfaff lattice hierarchy. In these cases the asymptotic expansions of the free energies given by the logarithm of the partition functions lead to the dispersionless (i.e. continuous) limits for the Toda and Pfaff lattice hierarchies. There is a universality between all three ensembles of random matrices, one consequence of which is that the leading orders of the free energy for large matrices agree. In this paper, this universality, in the case of Gaussian ensembles, is explicitly demonstrated by computing the leading orders of the free energies in the expansions. We also show that the free energy as the solution of the dispersionless Toda lattice hierarchy gives a solution of the dispersionless Pfaff lattice hierarchy, which implies that this universality holds in general for the leading orders of the unitary, orthogonal, and symplectic ensembles. We also find an explicit formula for the two point function Fnm which represents the number of connected ribbon graphs with two vertices of degrees n and m on a sphere. The derivation is based on the Faber polynomials defined on the spectral curve of the dispersionless Toda lattice hierarchy, and 1 Fnm are the Grunsky coefficients of the Faber polynomials. nm

MONOTONE HURWITZ NUMBERS AND THE HCIZ INTEGRAL II

by I. P. Goulden, M. Guay-paquet, J. Novak
"... Abstract. Motivated by results for the HCIZ integral in Part I of this paper, we study the structure of monotone Hurwitz numbers, which are a desym-metrized version of classical Hurwitz numbers. We prove a number of results for monotone Hurwitz numbers and their generating series that are striking a ..."
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Abstract. Motivated by results for the HCIZ integral in Part I of this paper, we study the structure of monotone Hurwitz numbers, which are a desym-metrized version of classical Hurwitz numbers. We prove a number of results for monotone Hurwitz numbers and their generating series that are striking analogues of known results for the classical Hurwtiz numbers. These include explicit formulas for monotone Hurwitz numbers in genus 0 and 1, for all partitions, and an explicit rational form for the generating series in arbitrary genus. This rational form implies that, up to an explicit combinatorial scaling,
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...opological interpretation of this expansion, thereby placing the HCIZ model on similar footing with the more developed theory of topological expansion in Hermitian matrix models [1, 2, 3, 9, 21]. See =-=[6, 7]-=- for previous results in this direction. In this article, we give a thorough combinatorial analysis of the monotone single Hurwitz numbers ~Hg(α) = ~Hg(α, (1 d)), which count branched covers as above ...

Asymptotics of unitary multimatrix models: The SchwingerDyson lattice and topological recursion. ArXiv e-prints

by Alice Guionnet, Jonathan Novak , 2014
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...otic behaviour of the trace of polynomial functions of the m-tuple UN and the deterministic contractions ρN (bi). 1.2. Initial value problem with potential. 1.2.1. Collins, Guionnet and Maurel-Segala =-=[5]-=- considered a noncommutative initial value problem which generalizes (1.1), namely (1.2) τ ⊗ τ(∂ip) + τ((DiV )p) = 0 τ |B = σ } . Here V ∈ L is a fixed polynomial (the “potential”), and Di is the Laur...

Key words and phrases: asymptotic expansion; partition function; Laguerre-type; Riemann-

by Y. Zhao, L. H. Cao, D. Dai
"... of the partition function of a Laguerre-type random matrix model ..."
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of the partition function of a Laguerre-type random matrix model
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...studied power-like (Fisher-Hartwig) singularities in [13]. Moreover, the asymptotics for partition functions in multi-matrix models are studied, too. For instance, one may refer to a series of papers =-=[4, 11, 12]-=- done by Guionnet and her colleagues. In this work, we plan to derive the asymptotic expansion of logZN(t) as N → ∞. Based on (1.10), it is sufficient to derive the asymptotics of the one-point correl...

4 UNIVERSALITY IN SEVERAL-MATRIX MODELS VIA APPROXIMATE TRANSPORT MAPS

by A. Figalli, A. Guionnet
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...he empirical measures {LNk }1≤k≤d converge almost surely under PN,aVβ towards probability measures {µaVk }1≤k≤d on the real line. In the case r = 1 this result is already a consequence of [GMS06] and =-=[CGMS09]-=-. The existence and study of the equilibrium measures is performed in Section 3. From the representation of the density given in Theorem 2.2 (see Section 4), we deduce the following approximate transp...

unknown title

by A Tracial Nullstellensatz, Igor Klep
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FREE ENERGIES AND FLUCTUATIONS FOR THE UNITARY BROWNIAN MOTION

by Antoine Dahlqvist
"... Abstract. We show that the Laplace transforms of traces of words in inde-pendant unitary Brownian motions converge towards an analytic function on a non trivial disc. This results allow to study asymptotics of Wilson loops under the unitary Yang-Mills measure on the plane. The limiting objects obtai ..."
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Abstract. We show that the Laplace transforms of traces of words in inde-pendant unitary Brownian motions converge towards an analytic function on a non trivial disc. This results allow to study asymptotics of Wilson loops under the unitary Yang-Mills measure on the plane. The limiting objects obtained are shown to be characterized by equations analog to Schwinger-Dyson’s ones, named here after Makeenko and Migdal. 1.
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...mutative polynomial plays the role of the potential of a Gibbs measure, the normalized logarithm of Laplace tranforms is called the free energy and have been studied in several places, for example in =-=[20, 11, 7]-=-. In the pioneering work [8], formal expansions have been proposed for several physical models. In [10, 12], technics have been developed to study formal expansions for model of random matrices with p...

On

by Teodor Banica, Jean-marc Schlenker
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...ed. More results here were obtained by Collins and Matsumoto in [10], and Zinn-Justin [22]. These combinatorial methods have a number of concrete applications, notably to random matrix questions [6], =-=[9]-=-, [11], [12], [16], [18], [20], and to invariance questions [5]. The present paper is a continuation of our previous work [3]. We will use the “elementary expansion” approach to the Weingarten functio...

Joint convergence of several copies of . . .

by Riddhipratim Basu, Arup Bose , Shirshendu Ganguly, Rajat Subhra Hazra , 2012
"... ..."
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