Related papers: A convergent $\frac{1}{N}$ expansion for GUE

Let g:{\mathbb R} --> {\mathbb C} be a C^{\infty}-function with all derivatives bounded and let tr_n denote the normalized trace on the n x n matrices. In the paper [EM] Ercolani and McLaughlin established asymptotic expansions of the mean…

We obtain correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk of the spectrum and near the spectral edge. This…

We generalize the results on the asymptotic expansion from Gaussian Unitary Ensembles case to all Gaussian Ensembles. We derive differential equations on densities and their moment generating functions for all Gaussian Ensembles. Also, we…

We consider the uniform asymptotic expansion for the Gauss hypergeometric function \[F(a+\epsilon\lambda,m;c+\lambda;x),\qquad \lambda\to+\infty\] for $x<1$ and positive integer $m$ when the parameter $\epsilon>1$ and the constants $a$ and…

We continue our work [arXiv:2403.07628] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre random matrix ensembles. By revisiting the construction of the associated skew-orthogonal polynomials…

We derive expansions of the Hermite and Laguerre kernels at the edge of the spectrum of the finite n Gaussian Unitary Ensemble (GUEn) and the finite n Laguerre Unitary Ensem- ble (LUEn), respectively. Using these large n kernel expansions,…

We reconsider in some detail a construction allowing (Borel) convergence of an alternative perturbative expansion, for specific physical quantities of asymptotically free models. The usual perturbative expansions (with an explicit mass…

We prove that the classical Laplace asymptotic expansion (AE) of $\int_{\mathbb R^d} g(x)e^{-nu(x)}dx$, $n\gg1$ extends to the high-dimensional regime in which $d$ may grow large with $n$. More specifically, we use new techniques suitable…

We derive expansions of the resolvent Rn(x;y;t)=(Qn(x;t)Pn(y;t)-Qn(y;t)Pn(x;t))/(x-y) of the Hermite kernel Kn at the edge of the spectrum of the finite n Gaussian Unitary Ensemble (GUEn) and the finite n expansion of Qn(x;t) and Pn(x;t).…

The paper is primarily concerned with the asymptotic behavior as $N\to\infty$ of averages of nonconventional arrays having the form $N^{-1}\sum_{n=1}^N\prod_{j=1}^\ell T^{P_j(n,N)}f_j$ where $f_j$'s are bounded measurable functions, $T$ is…

We examine convergent representations for the sum of a decaying exponential and a Bessel function in the form \[\sum_{n=1}^\infty \frac{e^{-an}}{(\frac{1}{2} bn)^\nu}\,J_\nu(bn),\] where $J_\nu(x)$ is the Bessel function of the first kind…

We construct the multilevel correlation kernel for the rising GUE eigenvalue process starting from a fixed initial configuration $x^{(m)}$, and show that it converges on short time scales (as quickly as $\text{polylog}(m)$) to the extended…

Recent work of Bornemann has uncovered hitherto hidden integrable structures relating to the asymptotic expansion of quantities at the soft edge of Gaussian and Laguerre random matrix ensembles. These quantities are spacing distributions…

We give a new combinatorial proof of Parraud's formula for the asymptotic expansion in powers of $1/N^2$ for the expected trace of polynomials of several independent $N \times N$ GUE matrices, which expresses the result using a mixture of…

Asymptotic expansions are derived for Gegenbauer (ultraspherical) polynomials for large order $n$ that are uniformly valid for unbounded complex values of the argument $z$, including the real interval $0 \leq z \leq 1$ in which the zeros in…

Uniform asymptotic expansions involving exponential and Airy functions are obtained for Laguerre polynomials $L_{n}^{(\alpha)}(x)$, as well as complementary confluent hypergeometric functions. The expansions are valid for $n$ large and…

We consider the uniform asymptotic expansion for the Gauss hypergeometric function \[{}_2F_1(a+\epsilon\lambda,b;c+\lambda;x),\qquad 0<x<1\] as $\lambda\to+\infty$ in the neigbourhood of $\epsilon x=1$ when the parameter $\epsilon>1$ and…

In a recent study we have obtained correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk and at the soft edge of…

We study the renormalized real sample covariance matrix $H=X^TX/\sqrt{MN}-\sqrt{M/N}$ with $N/M\rightarrow0$ as $N, M\rightarrow \infty$ in this paper. And we always assume $M=M(N)$. Here $X=[X_{jk}]_{M\times N}$ is an $M\times N$ real…

We establish a Karhunen-Lo`eve expansion for generic centered, second order stochastic processes, which does not rely on topological assumptions. We further investigate in which norms the expansion converges and derive exact average rates…