Abstract
We investigate the large N limit of spectral measures of matrices which relate to the Gibbs measures of a number of statistical mechanical systems on random graphs. These include the Ising and Potts models on random graphs. For most of these models, we prove that the spectral measures converge almost surely and describe their limit via solutions to an Euler equation for isentropic flow with negative pressure p(ρ)=−3−1π2ρ3.
Similar content being viewed by others
References
Ben Arous, G., Guionnet, A.: Large deviations for Wigner’s law and Voiculescu’s non-commutative entropy. Prob. Th. Rel. Fields 108, 517–542 (1997)
Bercovici, H., Voiculescu, D.: Free convolution of measures with unbounded support. Indiana Univ. Math. J. 42, 733–773 (1993)
Biane, P.: On the Free convolution with a Semi-circular distribution. Indiana Univ. Math. J. 46, 705–718 (1997)
Biane, P., Capitaine, M., Guionnet, A.: Large deviation bounds for matrix Brownian motion. Invent. Math. 152, 433–459 (2003)
Brenier, Y.: Minimal geodesics on groups of volume-preserving maps and generalized solutions of the Euler equations. Comm. Pure. Appl. Math. 52, 411–452 (1999)
Brézis, H.: Functional analysis. Paris: Masson, 1983
Cabanal-Duvillard, T., Guionnet, A.: Large deviations upper bounds and non commutative entropies for some matrices ensembles. Ann. Probab. 29, 1205–1261 (2001)
Cabanal-Duvillard, T., Guionnet, A.: Discussions around non-commutative entropies. Adv. Math. 174, 167–226 (2003)
Chadha, S., Madhoux, G., Mehta, M.L.: A method of integration over matrix variables II. J. Phys. A. 14, 579–586 (1981)
Deift, P., Kriecherbauer, T., McLaughlin, K.T.-R.: New results on the equilibrium measure for logarithmic potentials in the presence of an external field. J. Approx. Theory 95, 388–475 (1998)
Dembo, A.,Zeitouni, O.: Large deviations techniques and applications. Second edition, Berlin-Heidelberg-New York: Springer, 1998
Ercolani, N.M., McLaughlin, K.D.T-R.: Asymptotics of the partition function for random matrices via Riemann-Hilbert techniques, and applications to graphical enumeration. To appear in Int. Math. Res. Notes, 2003
Eynard, B.: Eigenvalue distribution of large random matrices, from one matrix to several coupled matrices. Nucl. Phys. B. 506, 633–664 (1997)
Eynard, B.: Random matrices. http://www-spht.cea.fr/lectures-notes.shtml
Guionnet, A.: Large deviation upper bounds and central limit theorems for band matrices. Ann. Inst. H. Poincaré Probab. Statist. 38, 341–384 (2002)
Guionnet, A., Zeitouni, O.: Large deviations asymptotics for spherical integrals. J. Funct. Anal. 188, 461–515 (2002)
Guionnet, A. Zeitouni, O.: Addendum to: Large deviations asymptotics for spherical integrals. To appear in J. Funct. Anal. (2004)
Harer, J., Zagier, D.: The Euler characteristic of the moduli space of curves. Invent. Math. 85, 457–485 (1986)
Loeper, G.: The inverse problem for the Euler-poisson system in cosmology. Preprint, 2003
Mahoux, G., Mehta, M.: A method of integration over matrix variables III. Indian J. Pure Appl. Math. 22, 531–546 (1991)
Matytsin, A.: On the large N-limit of the Itzykson-Zuber integral. Nucl. Phys. B411, 805–820 (1994)
Matytsin, A., Zaugg, P.: Kosterlitz-Thouless phase transitions on discretized random surfaces. Nucl. Phys. B497, 699–724 (1997)
Mehta, M.L.: Random matrices. 2nd ed., New York-London: Academic Press, 1991
Mehta, M.L.: A method of integration over matrix variables. Comm. Math. Phys. 79, 327–340 (1981)
Serre, D.: Sur le principe variationnel des équations de la mécanique des fluides parfaits. Math. Model. Num. Anal. 27, 739–758 (1993)
Szarek, S., Voiculescu, D.: Volumes of restricted Minkowsky Sums and the Free analogue of the Entropy Power Inequality. Commun. Math. Phys. 178, 563–570 (1996)
Tricomi, F.G.: Integral equations. New York: Interscience, 1957
Voiculescu, D.: Limit laws for random matrices and free products. Invent. Math. 104, 201–220 (1991)
Voiculescu, D.: The analogues of Entropy and Fisher’s Information Measure in Free Probability Theory, V : Noncommutative Hilbert Transforms. Invent. Math. 132, 189–227 (1998)
Voiculescu, D.: Lectures on free probability theory. In: Sptinger Lecture Notes Mathematics 1738, Berlin-Heidelberg-New York: Springer-Verlag, 2000, pp. 283–349
Wigner, E.: On the distribution of the roots of certain symmetric matrices. Ann. Math. 67, 325–327 (1958)
Zinn-Justin, P.: Universality of correlation functions of hermitian random matrices in an external field. Commun. Math. Phys. 194, 631–650 (1998)
Zinn-Justin, P.: The dilute Potts model on random surfaces. J. Stat. Phys. 98, 245–264 (2000)
Zvonkin, A.: Matrix integrals and Map enumeration: an accessible introduction. Math. Comput. Mod. 26, 281–304 (1997)
Author information
Authors and Affiliations
Additional information
Communicated by M. Aizenman
Rights and permissions
About this article
Cite this article
Guionnet, A. First Order Asymptotics of Matrix Integrals; A Rigorous Approach Towards the Understanding of Matrix Models. Commun. Math. Phys. 244, 527–569 (2004). https://doi.org/10.1007/s00220-003-0992-4
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00220-003-0992-4