The Weingarten Calculus
Mathematical Physics
2023-10-25 v1 math.MP
Probability
Representation Theory
Abstract
This is a short introduction to Weingarten Calculus. Weingarten Calculus is a method to compute the joint moments of matrix variables distributed according to the Haar measure of compact groups.
Cite
@article{arxiv.2109.14890,
title = {The Weingarten Calculus},
author = {Benoit Collins and Sho Matsumoto and Jonathan Novak},
journal= {arXiv preprint arXiv:2109.14890},
year = {2023}
}
Comments
15 pages, 3 figures