相关论文: A convergent $1/n$-expansion for GSE and GOE

We use the supersymmetric formalism to derive an integral formula for the density of states of the Gaussian Orthogonal Ensemble, and then apply saddle-point analysis to give a new derivation of the 1/N-correction to Wigner's law. This…

We conclude our work [arXiv:2403.07628, arXiv:2503.12644] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre ensembles, now studying the gap-probability generating functions. We show that the…

We study the asymptotic limit for large matrix dimension N of the partition function of the unitary ensemble with weight exp(-z^2/2x^2 + t/x - x^2/2). We compute the leading order term of the partition function and of the coefficients of…

The eigenvalue probability density function of the Gaussian unitary ensemble permits a $q$-extension related to the discrete $q$-Hermite weight and corresponding $q$-orthogonal polynomials. A combinatorial counting method is used to specify…

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…

Near-Gaussian probability densities are common in many important physical applications. Here we develop an asymptotic expansion methodology for computing entropic functionals for such densities. The expansion proposed is a close relative of…

We show that the asymptotic $1/N$ expansion for the averages of linear statistics of the GUE is convergent when the test function is an entire function of order two and finite type. This allows to fully recover the mean eigenvalue density…

The loop equation formalism is used to compute the $1/N$ expansion of the resolvent for the Gaussian $\beta$ ensemble up to and including the term at $O(N^{-6})$. This allows the moments of the eigenvalue density to be computed up to and…

New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the…

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…

Gaussian quadrature rules are a classical tool for the numerical approximation of integrals with smooth integrands and positive weight functions. We derive and expicitly list asymptotic expressions for the points and weights of Gaussian…

We describe all Gaussian generating functionals on several easy quantum groups given by non-crossing partitions. This includes in particular the free unitary, orthogonal and symplectic quantum groups. We further characterize central…

In this work, we extend the analytic treatment of Bessel functions of large order and/or argument. We examine uniform asymptotic Bessel function expansions and show their accuracy and range of validity. Such situations arise in a variety of…

The purpose of the article is to provide partial proofs for two conjectures given by Witte and Forrester in "Moments of the Gaussian $\beta$ Ensembles and the large $N$ expansion of the densities" with the use of the topological recursion…

An asymptotic expansion for the generalised quadratic Gauss sum $$S_N(x,\theta)=\sum_{j=1}^{N} \exp (\pi ixj^2+2\pi ij\theta),$$ where $x$, $\theta$ are real and $N$ is a positive integer, is obtained as $x\rightarrow 0$ and…

Consider fixed and bounded trace Gaussian orthogonal, unitary and symplectic ensembles, closely related to Gaussian ensembles without any constraint. For three restricted trace Gaussian ensembles, we prove universal limits of correlation…

We derive simple linear, inhomogeneous recurrences for the variance of the index by utilising the fact that the generating function for the distribution of the number of positive eigenvalues of a Gaussian unitary ensemble is a…

We obtain upper and lower Gaussian density estimates for the law of each component of the solution to a one-dimensional fully coupled forward-backward SDE (FBSDE). Our approach relies on the link between FBSDEs and quasilinear parabolic…

We propose a new method for obtaining complete asymptotic expansions in a systematic manner, which is suitable for counting sequences of various graph families in dense regime. The core idea is to encode the two-dimensional array of…

Reformulated uniform asymptotic expansions are derived for ordinary differential equations having a large parameter and a simple turning point. These involve Airy functions, but not their derivatives, unlike traditional asymptotic…