Asymptotics of rectangular spherical integrals

DOI10.1016/j.jfa.2023.110144zbMath1525.60037arXiv2106.07146OpenAlexW4386247006MaRDI QIDQ6056502

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

large deviationrandom matrix theoryDyson-Brownian motionmultivariate Bessel processesrectangular spherical integral

Mathematics Subject Classification ID

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

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