Weingarten calculus for matrix ensembles associated with compact symmetric spaces
Probability
2013-07-04 v3 Representation Theory
Abstract
A method for computing integrals of polynomial functions on compact symmetric spaces is given. Those integrals are expressed as sums of functions on symmetric groups.
Cite
@article{arxiv.1301.5401,
title = {Weingarten calculus for matrix ensembles associated with compact symmetric spaces},
author = {Sho Matsumoto},
journal= {arXiv preprint arXiv:1301.5401},
year = {2013}
}
Comments
26 pages, final version