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A. Maillard

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Preprint Sep 2026

Efficient computation of the asymptotics of extensive-rank HCIZ integrals

We study the high-dimensional asymptotics of Harish-Chandra-Itzykson-Zuber (HCIZ) integrals in the extensive-rank regime. The limit of these integrals is governed by a one-dimensional boundary-value hydrodynamical problem originally derived by Matytsin (1994) and rigorously proved by Guionnet and Zeitouni (2002). Despi...

A. Maillard, Jean-Christophe Mourrat · 0 citations

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