“…with the diagonal matrix elements given in (A9). For comparison, we recall the solution for the trace T rM A near the saddle e → 1 obtained in [21,22] in terms of the Legendre functions by using in (A2) the approximation of the Jacobi elliptic function, sn(z, k) ≈ tanh(z), i.e., by the zero-order term of its expansion near the saddle in powers of 1 − k 2 [29]: [20,9]); heavy dots show the approximation (A10) through the Mathieu functions (A9); the dashed line shows the improved Legendre function approximation with the constant (A12). Light dots present the asymptotic Legendre function approximation with r = 1 (rcorr = 0).…”