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
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