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Asymptotics of some matrix integrals

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

Abstract

We would like to consider integrals of more than one matrix. The simplest interaction that one can think of is the quadratic one. Such an interaction describes already several classical models in random-matrix theory; We refer here to the works of M. Mehta, A. Matytsin, A. Migdal, V. Kazakov, P. Zinn Justin and B. Eynard for instance. We list below a few models that were studied.

Keywords

  • Matrix Model
  • Ising Model
  • Gibbs Measure
  • Large Deviation Principle
  • Matrix Integral

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Correspondence to Alice Guionnet .

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© 2009 Springer-Verlag Berlin Heidelberg

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Guionnet, A. (2009). Asymptotics of some matrix integrals. 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_16

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