Related papers: On the Complex Asymptotics of the HCIZ and BGW Int…
We prove that the BGW and HCIZ integrals admit large N topological expansions for complex coupling and complex external fields, provided the coupling is sufficiently strong. The expansion coefficients are holomorphic functions which are…
In this note, we study the asymptotic of spherical integrals, which are analytical extension in index of the normalized Schur polynomials for $\beta =2$ , and of Jack symmetric polynomials otherwise. Such integrals are the multiplicative…
In this paper, we study combinatorial and asymptotic properties of some interesting rational numbers called the Br\'ezin--Gross--Witten (BGW) numbers, which can be represented as the intersection numbers of psi and Theta classes on the…
In this paper, we prove that in small parameter regions, arbitrary unitary matrix integrals converge in the large $N$ limit and match their formal expansion. Secondly we give a combinatorial model for our matrix integral asymptotics and…
Hurwitz theory provides a large variety of enumerative problems related to algebraic geometry, mathematical physics, and combinatorics. We give a general framework to approach the large genus asymptotics of Hurwitz theory using only…
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…
We study a generalization of the Harish-Chandra - Itzykson - Zuber integral to tensors and its expansion over trace-invariants of the two external tensors. This gives rise to natural generalizations of monotone double Hurwitz numbers, which…
Strong asymptotics of polynomials orthogonal on the unit circle with respect to a weight of the form $$ W(z) = w(z) \prod_{k=1}^m |z-a_k|^{2\beta_k}, \quad |z|=1, \quad |a_k|=1, \quad \beta_k>-1/2, \quad k=1, ..., m, $$ where $w(z)>0$ for…
We obtain bivariate asymptotics for one part monotone Hurwitz numbers in high genus (i.e. as both the size and the genus go to infinity). To do so, we start with a linear recurrence for these numbers obtained by Do and Chaudhuri. Then, we…
Motivated by results for the HCIZ integral in Part I of this paper, we study the structure of monotone Hurwitz numbers, which are a desymmetrized version of classical Hurwitz numbers. We prove a number of results for monotone Hurwitz…
We compute the asymptotics of matrix elements in canonical bases of irreducible representations of the unitary group as the highest weight goes to infinity, in terms of the symplectic geometry of the associated coadjoint orbit. This uses…
We investigate spectral properties of a Hermitised random matrix product which, contrary to previous product ensembles, allows for eigenvalues on the full real line. We prove that the eigenvalues form a bi-orthogonal ensemble, which reduces…
The Berezin-Karpelevich integral is a double integral over unitary matrices which plays the role of the Itzykson-Zuber integral in rectangular matrix models. We obtain a topological expansion of the Berezin-Karpelevich integral in terms of…
Fisher-Hartwig asymptotics refers to the large $n$ form of a class of Toeplitz determinants with singular generating functions. This class of Toeplitz determinants occurs in the study of the spin-spin correlations for the two-dimensional…
Hurwitz numbers count branched covers of the Riemann sphere with specified ramification data, or equivalently, transitive permutation factorizations in the symmetric group with specified cycle types. Monotone Hurwitz numbers count a…
We propose an asymptotic expansion formula for matrix integrals, including oscillatory terms (derivatives of theta-functions) to all orders. This formula is heuristically derived from the analogy between matrix integrals, and formal matrix…
This paper considers the problem of detecting a few signals in high-dimensional complex-valued Gaussian data satisfying Johnstone's (2001) \textit{spiked covariance model}. We focus on the difficult case where signals are weak in the sense…
The expression of the large $N$ Harish Chandra--Itzykson--Zuber (HCIZ) integral in terms of the moments of the two matrices is investigated using an auxiliary unitary two-matrix model, the associated biorthogonal polynomials and integrable…
We study the partition function from random matrix theory using a well known connection to orthogonal polynomials, and a recently developed Riemann-Hilbert approach to the computation of detailed asymptotics for these orthogonal…
We consider the spherical integral of real symmetric or Hermitian matrices when the rank of one matrix is one. We prove the existence of the full asymptotic expansions of these spherical integrals and derive the first and the second term in…