Second order asymptotics for matrix models

Abstract

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