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Oct 30, 2017 at 10:36 comment added Carlo Beenakker indeed, all of this is the large-$n$ asymptotics; exact results exist for finite $n$; figure 5 in the cited paper shows already quite good agreement for $n=6$.
Oct 30, 2017 at 10:33 history edited Carlo Beenakker CC BY-SA 3.0
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Oct 30, 2017 at 10:10 history edited Carlo Beenakker CC BY-SA 3.0
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Oct 30, 2017 at 8:45 comment added Adrien Hardy This identity is not true at finite $N$: These are large deviation estimates, for which Dean and Majumbdar compute explicitly the rate function. It may be unclear in the link since it is written in a physicist fashion, but things get messy at the beginning of section A (for instance, equation (22) of the paper is wrong since the right hand side is infinite).
Oct 29, 2017 at 13:38 history edited Carlo Beenakker CC BY-SA 3.0
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Oct 29, 2017 at 13:28 vote accept Zehner
Oct 29, 2017 at 12:36 history edited Carlo Beenakker CC BY-SA 3.0
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Oct 29, 2017 at 12:20 history edited Carlo Beenakker CC BY-SA 3.0
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Oct 29, 2017 at 7:59 history answered Carlo Beenakker CC BY-SA 3.0