Moments of the Gaussian $β$ Ensembles and the large-$N$ expansion of the densities

Abstract

The loop equation formalism is used to compute the $1/N$ expansion of the resolvent for the Gaussian $β$ ensemble up to and including the term at $O(N^{-6})$. This allows the moments of the eigenvalue density to be computed up to and including the 12-th power and the smoothed density to be expanded up to and including the term at $O(N^{-6})$. The latter contain non-integrable singularities at the endpoints of the support --- we show how to nonetheless make sense of the average of a sufficiently smooth linear statistic. At the special couplings $β= 1$, $2$ and $4$ there are characterisations of both the resolvent and the moments which allows for the corresponding expansions to be extended, in some recursive form at least, to arbitrary order. In this regard we give fifth order linear differential equations for the density and resolvent at $β= 1$ and $4$, which complements the known third order linear differential equations for these quantities at $β= 2$.