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 , these asymptotics involve a modified version of the -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 and we generalize it for multiple arguments
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}
}