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A singular-potential random matrix model arising in mean-field glassy systems

We consider an invariant random matrix model where the standard Gaussian potential is distorted by an additional single pole of order $m$. We compute the average or macroscopic spectral density in the limit of large matrix size, solving the loop equation with the additional constraint of vanishing trace on average. The density is generally supported on two disconnected intervals lying on the two sides of the pole. In the limit of having no pole, we recover the standard semicircle. Obtained in the planar limit, our results apply to matrices with orthogonal, unitary or symplectic symmetry alike. The orthogonal case with $m=2$ is motivated by an application to spin glass physics. In the Sherrington-Kirkpatrick mean-field model, in the paramagnetic phase and for sufficiently large systems the spin glass susceptibility is a random variable, depending on the realization of disorder. It is essentially given by a linear statistics on the eigenvalues of the coupling matrix. As such its large deviation function can be computed using standard Coulomb fluid techniques. The resulting free energy of the associated fluid precisely corresponds to the partition function of our random matrix model. Numerical simulations provide an excellent confirmation of our analytical results.