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Asymptotic behavior of the multiplicative counterpart of the Harish-Chandra integral and the $S$-transform

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arxiv 2007.09421 v2 pith:IFHBP3IN submitted 2020-07-18 math-ph cond-mat.stat-mechmath.MP

classification math-phcond-mat.stat-mechmath.MP
keywords asymptoticintegralsmultiplicativepolynomialstransformbehaviorbetaresult
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abstract

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 counterparts of the Harish-Chandra-Itzykson-Zuber (HCIZ) integrals, whose asymptotic are given by the so-called $R$-transform when one of the matrix is of rank one. We argue by a saddle-point analysis that a similar result holds for all $\beta >0$ in the multiplicative case, where the asymptotic is governed by the logarithm of the $S$-transform. As a consequence of this result one can calculate the asymptotic behavior of complete homogeneous symmetric polynomials.

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    Fixed-length monitored Haar products converge to ν_c^⊠L; the free small-loss limit has S-transform exp(τ/(1+z)) and Erlang moments that explain Beenakker’s recursions.

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