Consider the following integral:


\begin{equation}
\int \mathrm{d}\rho \frac{1}{\rho} e^{N f(\rho)}
\end{equation}
Where:
\begin{equation}
f(\rho)=\ln \rho-\frac{1}{2} \rho^{2}+\frac{1}{2 p w^{2}} \rho^{2 p}\implies f^{\prime}(\rho)=\frac{1-\rho^{2}+\frac{1}{w^{2}} \rho^{2 p}}{\rho}
\end{equation}


To compute this integral in the limit for large $N$ I can use the saddle point method which consists in finding a $\rho\_0$ such that $f^{\prime}(\rho\_0)=0$.


In the following paper [1] they explain that this equation admits a unique physical solution (which remains at finite distance from the origin when sending $w \to\infty$. There is a critical point $w\_c$ and the select the root which behaves like $w^{-1}$ at large $w$. They find that
\begin{equation}
w\_c^2=p^{p} /(p-1)^{p-1}
\end{equation}


How can I recover this result? I tried something like this:


\begin{align}
f’(\rho)=0\implies w^2&=\rho^{2 p}/(-1 + \rho^2)\\
\frac{1}{w^2}=\frac{\rho^2-1}{\rho^{2p}}
\end{align}


Sending $w\to \infty$ would be similar to some Taylor expansion I suppose but I am unable to see how to proceed next.


[1] <https://arxiv.org/pdf/2004.02660.pdf>



Critical point of saddle point equation
You seek a solution $\rho$ of the equation $f'(\rho)=0$, hence
$$\rho^2=1+w^{-2}\rho^{2p}.$$
The solution should remain $>0$ when $w\rightarrow\infty$.  

The OP says the solution should vanish as $1/w$, but that is mistaken, I think.


To gain some insight, take $p=2$, then the solution is
$$\rho=\frac{\sqrt{w^2-w \sqrt{w^2-4}}}{\sqrt{2}},$$
which goes to $1$ when $w\rightarrow\infty$. The critical point $w\_c$ is the smallest $w$ for which this solution exists, which is $w\_c=2$.


For general $p>1$, the calculation of $w\_c$ proceeds as follows. Define $u=1/w^2$ and $T=\rho^2$, then
$$u=T^{1-p}-T^{-p}.$$
The critical $u\_c=w\_c^{-2}$ is reached when $dT/du\rightarrow\infty$ (the location of the square root singularity), hence $du/dT=0$ which gives $T=p/(p-1)\Rightarrow u\_c=(p-1)^{p-1}/p^p$, and thus
$$w\_c=p^{p/2} (p-1)^{(1-p)/2}.$$
Check that we recover $w\_c=2$ for $p=2$.


