Neil (2021) Integer moments of complex Wishart matrices and Hurwitz numbers. Annales De L'institut Henri Poincaré D.

We study the Yang-Mills measure on the sphere with unitary structure group. In the limit where the structure group has high dimension, we show that the traces of loop holonomies converge in probability to a deterministic limit, which is known as the master field on the sphere. The values of the master field on simple loops are expressed in terms of the solution of a variational problem. We show that, given its values on simple loops, the master field is characterized on all loops of finite length by a system of differential equations, known as the Makeenko-Migdal equations. We obtain a number of further properties of the master field. On specializing to families of simple loops, our results identify the high-dimensional limit, in non-commutative distribution, of the Brownian bridge in the group of unitary matrices starting and ending at the identity.

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The master field is the large N limit of the Yang-Mills measure on the Euclidean plane. It can be viewed as a non-commutative process indexed by paths on the plane. We construct and study generalized master fields, called free planar Markovian holonomy fields which are versions of the master field where the law of a simple loop can be as more general as it is possible. We prove that those free planar Markovian holonomy fields can be seen as well as the large N limit of some Markovian holonomy fields on the plane with unitary structure group.