Asymptotics of k dimensional spherical integrals and applications
Asymptotics of k dimensional spherical integrals and applications
In this article, we prove that k-dimensional spherical integrals are asymptotically equivalent to the product of 1-dimensional spherical integrals.This allows us to generalize several large deviations principles in random matrix theory known before only in a onedimensional case.As examples, we study the universality of the large deviations for k extreme …