Second order asymptotics for matrix models

被引:28
|
作者
Guionnet, Alice [1 ]
Maurel-Segala, Edouard [1 ]
机构
[1] Ecole Normale Super Lyon, UMR 5669, Unite Math Pures & Appl, F-69364 Lyon, France
来源
ANNALS OF PROBABILITY | 2007年 / 35卷 / 06期
关键词
D O I
10.1214/009117907000000141
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study several-matrix models and show that when the potential is convex and a small perturbation of the Gaussian potential, the first order correction to the free energy can be expressed as a generating function for the enumeration of maps of genus one. In order to do that, we prove a central limit theorem for traces of words of the weakly interacting random matrices defined by these matrix models and show that the variance is a generating function for the number of planar maps with two vertices with prescribed colored edges.
引用
收藏
页码:2160 / 2212
页数:53
相关论文
共 50 条
  • [1] Second order asymptotics for score tests in exponential family nonlinear models
    Ferrari, SLP
    UribeOpazo, MA
    CribariNeto, F
    [J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1997, 59 (02) : 179 - 194
  • [2] First Order Asymptotics of Matrix Integrals; A Rigorous Approach Towards the Understanding of Matrix Models
    Alice Guionnet
    [J]. Communications in Mathematical Physics, 2004, 244 : 527 - 569
  • [3] First order asymptotics of matrix integrals; A rigorous approach towards the understanding of matrix models
    Guionnet, A
    [J]. COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2004, 244 (03) : 527 - 569
  • [4] Cubic-matrix splines and second-order matrix models
    Tung, M. M.
    Soler, L.
    Defez, E.
    Hervas, A.
    [J]. PROGRESS IN INDUSTRIAL MATHEMATICS AT ECMI 2006, 2008, 12 : 949 - 953
  • [5] Operational Matrix Approach for Second-Order Matrix Differential Models
    Nouri, Kazem
    Beik, Samaneh Panjeh Ali
    Torkzadeh, Leila
    [J]. IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A-SCIENCE, 2019, 43 (A4): : 1925 - 1932
  • [6] Operational Matrix Approach for Second-Order Matrix Differential Models
    Kazem Nouri
    Samaneh Panjeh Ali Beik
    Leila Torkzadeh
    [J]. Iranian Journal of Science and Technology, Transactions A: Science, 2019, 43 : 1925 - 1932
  • [7] Some second-order asymptotics for extreme value linear regression models
    Cordeiro, GM
    Ramos, EMLS
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2006, 35 (01) : 197 - 207
  • [8] Bernoulli matrix approach for matrix differential models of second-order
    Lorkojouri, Zahra
    Allahviranloo, Tofigh
    Mikaeilvand, Nasser
    [J]. INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS, 2018, 57 (03): : 50 - 67
  • [9] Second-order asymptotics for score tests in heteroskedastic t regression models
    Barroso, LP
    Cordeiro, GM
    Vasconcellos, KLP
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2002, 31 (09) : 1515 - 1529
  • [10] Universal admissibility in second order asymptotics
    Takagi, Yoshiji
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2009, 139 (09) : 2898 - 2906