Second order asymptotics for matrix models

We study several-matrix models and show that when the potential is convex and a small perturbation of the Gaussian potential, the first order correction to the free energy can be expressed as a generating function for the enumeration of maps of genus one. In order to do that, we prove a central limit theorem for traces of words of the weakly interacting random matrices defined by these matrix models and show that the variance is a generating function for the number of planar maps with two vertices with prescribed colored edges.Comment: Published in at http://dx.doi.org/10.1214/009117907000000141 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Asymptotics of unitary and othogonal matrix integrals

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 investigate examples related to free probability and the HCIZ integral. Our convergence result also leads us to new results of smoothness of microstates. We finally generalize our approach to integrals over the othogonal group.Comment: 41 pages, important modifications, new section about orthogonal integral

Modèles matriciels unitaires

National audienceNous présenterons dans cet exposé un travail réalisé avec Benoît Collins et Alice Guionnet sur le spectre de matrices unitaires en grande dimension

On the large N limit of matrix integrals over the orthogonal group

We reexamine the large N limit of matrix integrals over the orthogonal group O(N) and their relation with those pertaining to the unitary group U(N). We prove that lim_{N to infty} N^{-2} \int DO exp N tr JO is half the corresponding function in U(N), and a similar relation for lim_{N to infty} \int DO exp N tr(A O B O^t), for A and B both symmetric or both skew symmetric.Comment: 12 page

Matrix models at low temperature

65 pagesIn this article we investigate the behavior of multi-matrix unitary invariant models under a potential $V_\beta=\beta U+W$ when the inverse temperature $\beta$ becomes very large. We first prove, under mild hypothesis on the functionals $U,W$ that as soon at these potentials are "confining" at infinity, the sequence of spectral distribution of the matrices are tight when the dimension goes to infinity. Their limit points are solutions of Dyson-Schwinger's equations. Next we investigate a few specific models, most importantly the "strong single variable model" where $U$ is a sum of potentials in a single matrix and the "strong commutator model" where $U = -[X,Y]^2$

Modèles matriciels unitaires

National audienceNous présenterons dans cet exposé un travail réalisé avec Benoît Collins et Alice Guionnet sur le spectre de matrices unitaires en grande dimension