New scaling of Itzykson-Zuber integrals
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🧮 math.PR
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rankitzykson-zuberscalingfullintegralsmatriceswhenasymptotics
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We study asymptotics of the Itzykson-Zuber integrals in the scaling when one of the matrices has a small rank compared to the full rank. We show that the result is basically the same as in the case when one of the matrices has a fixed rank. In this way we extend the recent results of Guionnet and Maida who showed that for a latter scaling the Itzykson-Zuber integral is given in terms of the Voiculescu's R-transform of the full rank matrix.
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