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Part of the book series: Lecture Notes in Mathematics ((LNMECOLE,volume 1957))

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Abstract

At the end of this chapter (see Theorem 8.8) we will have proved that Lemma 7.12 holds as a first-order limit, i.e.,

$$\begin{array}{ll} \mathop {\lim }\limits_{N \to \infty } & \frac{1}{{N^2 }}\log \int {e\sum\nolimits_{i = 1}^n {t_i N{\rm Tr(}qi({\rm A}_{\rm 1} , \ldots ,{\rm A}_m ))d\mu ^N ({\rm A}_1 )} \cdots d\mu ^N ({\rm A}_m )} \\& =\sum\limits_{k_{\rm 1} , \cdots ,k_n \in N^n \backslash \{ 0\} } {\prod\limits_{i = 1}^n {\frac{{(t_i )^{k_i } }}{{k_i !}}M_0 ((q_i ,k_i ),1 \le i \le n)} } \\ \end{array}$$

provided the parameters t = (ti)1?i?n are sufficiently small and such that the polynomial V = ?tiqi is strictly convex (i.e., belong to Uc ? B? for some c > 0 and ? ? ?(c) for some ?(c) > 0). To prove this result we first show that, under the same assumptions, \(\overrightarrow L _t^N (q) = \mu _{\sum {t_i q_i } }^N (N^{ - 1} {\rm Tr(}q{\rm )})\) converges as N goes to infinity to a limit that is as well related with map enumeration (see Theorem 8.4).

The central tool in our asymptotic analysis will be the so-called Schwinger- Dyson (or loop) equations. In finite dimension, they are simple emanation of the integration by parts formula (or, somewhat equivalently, of the symmetry of the Laplacian in L 2(dx)). As dimension goes to infinity, concentration inequalities show that \(\overrightarrow L _t^N\) approximately satisfies a closed equation that we will simply refer to as the Schwinger-Dyson equation. The limit points of \(\overrightarrow L _t^N\) will therefore satisfy this equation. We will then show that this equation has a unique solution in some small range of the parameters. As a consequence, \(\overrightarrow L _t^N\) will converge to this unique solution. Showing that an appropriate generating function of maps also satisfies the same equation will allow us to determine the limit of \(\overrightarrow L _t^N\).

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Correspondence to Alice Guionnet .

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© 2009 Springer-Verlag Berlin Heidelberg

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Guionnet, A. (2009). First-order expansion. In: Large Random Matrices: Lectures on Macroscopic Asymptotics. Lecture Notes in Mathematics(), vol 1957. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-69897-5_9

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