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math.PR2026
Rank-One HCIZ Integrals and Multiplicative Convolutions
Benoît Collins, Nicolas Delporte, Manasa Nagatsu +1
We study how spectral averaging interacts with the logarithm in large-dimensional rank-one Harish-Chandra--Itzykson--Zuber (HCIZ) integrals. For independent bi-unitarily invariant…
math.PR2026
Smooth Multi-Trace Statistics of Classical Ensembles: Large Expansions, Cumulants, and Matrix Integrals
Benoît Collins, Manasa Nagatsu
We consider expectations of the form , where are self-adjoint polynomials in various independent classical random matrices and are…