3 papers
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…
math.PR2025
Weingarten calculus for centered random permutation matrices
Benoît Collins, Manasa Nagatsu
We introduce and study the Weingarten calculus for centered random permutation matrices in the symmetric group S_N. After presenting a formulation of the Weingarten calculus on the…