Wigner-Smith matrix, exponential functional of the matrix Brownian motion and matrix Dufresne identity

We consider a multichannel wire with a disordered region of length $L$ and a reflecting boundary. The reflection of a wave of frequency $\omega$ is described by the scattering matrix $\mathcal{S}(\omega)$, encoding the probability amplitudes to be scattered from one channel to another. The Wigner-Smith time delay matrix $\mathcal{Q}=-\mathrm{i}\, \mathcal{S}^\dagger\partial_\omega\mathcal{S}$ is another important matrix encoding temporal aspects of the scattering process. In order to study its statistical properties, we split the scattering matrix in terms of two unitary matrices, $\mathcal{S}=\mathrm{e}^{2\mathrm{i}kL}\mathcal{U}_L\mathcal{U}_R$ (with $\mathcal{U}_L=\mathcal{U}_R^\mathrm{T}$ in the presence of TRS), and introduce a novel symmetrisation procedure for the Wigner-Smith matrix: $\widetilde{\mathcal{Q}} =\mathcal{U}_R\,\mathcal{Q}\,\mathcal{U}_R^\dagger = (2L/v)\,\mathbf{1}_N -\mathrm{i}\,\mathcal{U}_L^\dagger\partial_\omega\big(\mathcal{U}_L\mathcal{U}_R\big)\,\mathcal{U}_R^\dagger$, where $k$ is the wave vector and $v$ the group velocity. We demonstrate that $\widetilde{\mathcal{Q}}$ can be expressed under the form of an exponential functional of a matrix Brownian motion. For semi-infinite wires, $L\to\infty$, using a matricial extension of the Dufresne identity, we recover straightforwardly the joint distribution for $\mathcal{Q}$'s eigenvalues of Brouwer and Beenakker [Physica E 9 (2001) p. 463]. For finite length $L$, the exponential functional representation is used to calculate the first moments $\langle\mathrm{tr}(\mathcal{Q})\rangle$, $\langle\mathrm{tr}(\mathcal{Q}^2)\rangle$ and $\langle\big[\mathrm{tr}(\mathcal{Q})\big]^2\rangle$. Finally we derive a partial differential equation for the resolvent $g(z;L)=\lim_{N\to\infty}(1/N)\,\mathrm{tr}\big\{\big( z\,\mathbf{1}_N - N\,\mathcal{Q}\big)^{-1}\big\}$ in the large $N$ limit.