Asymptotic expansion of a partition function related to the sinh-model

This paper develops a method to carry out the large-$N$ asymptotic analysis of a class of $N$-dimensional integrals arising in the context of the so-called quantum separation of variables method. We push further ideas developed in the context of random matrices of size $N$, but in the present problem, two scales $1/N^{\alpha}$ and $1/N$ naturally occur. In our case, the equilibrium measure is $N^{\alpha}$-dependent and characterised by means of the solution to a $2\times 2$ Riemann--Hilbert problem, whose large-$N$ behavior is analysed in detail. Combining these results with techniques of concentration of measures and an asymptotic analysis of the Schwinger-Dyson equations at the distributional level, we obtain the large-$N$ behavior of the free energy explicitly up to $o(1)$. The use of distributional Schwinger-Dyson is a novelty that allows us treating sufficiently differentiable interactions and the mixing of scales $1/N^{\alpha}$ and $1/N$, thus waiving the analyticity assumptions often used in random matrix theory.Comment: 158 pages, 4 figures (V2 introduction extended, missprints corrected, clarifications added to lemma 3.1.9 and corollary 3.1.10

Large deviations of the maximal eigenvalue of random matrices

We present detailed computations of the 'at least finite' terms (three dominant orders) of the free energy in a one-cut matrix model with a hard edge a, in beta-ensembles, with any polynomial potential. beta is a positive number, so not restricted to the standard values beta = 1 (hermitian matrices), beta = 1/2 (symmetric matrices), beta = 2 (quaternionic self-dual matrices). This model allows to study the statistic of the maximum eigenvalue of random matrices. We compute the large deviation function to the left of the expected maximum. We specialize our results to the gaussian beta-ensembles and check them numerically. Our method is based on general results and procedures already developed in the literature to solve the Pastur equations (also called "loop equations"). It allows to compute the left tail of the analog of Tracy-Widom laws for any beta, including the constant term.Comment: 62 pages, 4 figures, pdflatex ; v2 bibliography corrected ; v3 typos corrected and preprint added ; v4 few more numbers adde

Asymptotic expansion of beta matrix models in the one-cut regime

We prove the existence of a 1/N expansion to all orders in beta matrix models with a confining, off-critical potential corresponding to an equilibrium measure with a connected support. Thus, the coefficients of the expansion can be obtained recursively by the "topological recursion" of Chekhov and Eynard. Our method relies on the combination of a priori bounds on the correlators and the study of Schwinger-Dyson equations, thanks to the uses of classical complex analysis techniques. These a priori bounds can be derived following Boutet de Monvel, Pastur and Shcherbina, or for strictly convex potentials by using concentration of measure. Doing so, we extend the strategy of Guionnet and Maurel-Segala, from the hermitian models (beta = 2) and perturbative potentials, to general beta models. The existence of the first correction in 1/N has been considered previously by Johansson and more recently by Kriecherbauer and Shcherbina. Here, by taking similar hypotheses, we extend the result to all orders in 1/N.Comment: 42 pages, 2 figures. v2: typos and a confusion of notation corrected. v3: version to appear in Commun. Math. Phy

Spectral density asymptotics for Gaussian and Laguerre β\beta-ensembles in the exponentially small region

The first two terms in the large $N$ asymptotic expansion of the $\beta$ moment of the characteristic polynomial for the Gaussian and Laguerre $\beta$-ensembles are calculated. This is used to compute the asymptotic expansion of the spectral density in these ensembles, in the exponentially small region outside the leading support, up to terms $o(1)$ . The leading form of the right tail of the distribution of the largest eigenvalue is given by the density in this regime. It is demonstrated that there is a scaling from this, to the right tail asymptotics for the distribution of the largest eigenvalue at the soft edge.Comment: 19 page