English

Asymptotic Behavior of Multiplicative Spherical Integrals and S-transform

Representation Theory 2022-02-22 v2 Probability

Abstract

In this note, we study the asymptotics of a spherical integral that is a multiplicative counterpart to the well-known Harish-Chandra Itzykson Zuber integral. This counterpart can also be expressed in terms the Heckman-Opdam hypergeometric function. When the argument of this spherical integral is of finite support and of order NN, these asymptotics involve a modified version of the SS-transform of the limit measure of the matrix argument and its largest eigenvalue. To prove our main result, we are leveraging a technique of successive conditionning. In particular we prove in a "mathematically rigorous" manner a result from Mergny and Potters in the case β=1,2\beta =1,2 and we generalize it for multiple arguments

Keywords

Cite

@article{arxiv.2108.11842,
  title  = {Asymptotic Behavior of Multiplicative Spherical Integrals and S-transform},
  author = {Jonathan Husson},
  journal= {arXiv preprint arXiv:2108.11842},
  year   = {2022}
}
R2 v1 2026-06-24T05:26:42.998Z