Asymptotic Expansion of Spherical Integral

Jiaoyang Huang ()
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Jiaoyang Huang: Harvard

Journal of Theoretical Probability, 2019, vol. 32, issue 2, 1051-1075

Abstract: Abstract We consider the spherical integral of real symmetric or Hermitian matrices when the rank of one matrix is one. We prove the existence of the full asymptotic expansions of these spherical integrals and derive the first and the second term in the asymptotic expansion.

Keywords: Random matrices; Spherical integral; Asymptotic expansion; Free probability; 15B52; 46L54 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s10959-018-0840-2

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