Asymptotic Expansion of Spherical Integral

被引：0

作者：

Huang, Jiaoyang ^{[1
]}

机构：

[1] Harvard, Dept Math, Cambridge, MA 02138 USA

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2019年 / 32卷 / 02期

关键词：

Random matrices; Spherical integral; Asymptotic expansion; Free probability;

D O I：

10.1007/s10959-018-0840-2

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the spherical integral of real symmetric or Hermitian matrices when the rank of one matrix is one. We prove the existence of the full asymptotic expansions of these spherical integrals and derive the first and the second term in the asymptotic expansion.

引用

页码：1051 / 1075

页数：25

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