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math.PR2026
Asymptotic expansion for transport maps between laws of multimatrix models
David Jekel, Evangelos A. Nikitopoulos, Félix Parraud
We study the large- behavior of random matrix tuples with joint density proportional to for some convex function in non-commuting va…
math.PR2023
The free energy of matrix models
Félix Parraud, Kevin Schnelli
In this paper we study multi-matrix models whose potentials are perturbations of the quadratic potential associated with independent GUE random matrices. More precisely, we compute…
math.PR2022
Asymptotic freeness through unitaries generated by polynomials of Wigner matrices
Félix Parraud, Kevin Schnelli
We study products of functions evaluated at self-adjoint polynomials in deterministic matrices and independent Wigner matrices; we compute the deterministic approximations of such…