Related papers: On some properties of orthogonal Weingarten functi…
In this paper, we develop a novel approach to the Weingarten calculus by employing the notion of virtual isometries. Traditionally, Weingarten calculus provides explicit formulas for integrating polynomial functions over compact matrix…
Weingarten calculus is a completely general and explicit method to compute the moments of the Haar measure on compact subgroups of matrix algebras. Particular cases of this calculus were initiated by theoretical physicists -- including…
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.
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.
In this paper, we present a uniform formula for the integration of polynomials over the unitary, orthogonal, and symplectic groups using Weingarten calculus. From this description, we further simplify the integration formulas and give…
We consider the problem of computing the integral $$ \int_{\mathcal{U}(d)} u_{i_1j_1}\cdots u_{i_nj_n} \bar{u}_{i'_1j'_1} \cdots \bar{u}_{i'_{n'}j'_{n'}} dU, $$ where the integration takes place with respect to the probability Haar measure…
We consider integrals of type $\int_{O_n}u_{11}^{a_1}... u_{1n}^{a_n}u_{21}^{b_1}... u_{2n}^{b_n} du$, with respect to the Haar measure on the orthogonal group. We establish several remarkable invariance properties satisfied by such…
We present a compact formulation of the orthogonal Weingarten formula, with the traditional quantity $I(i_1,...,i_{2k}:j_1,...,j_{2k}) = \int_{O_n}u_{i_1j_1} ... u_{i_{2k}j_{2k}} du$ replaced by the more advanced quantity…
We formulate and derive a generalization of an orthogonal rational-function basis for spectral expansions over the infinite or semi-infinite interval. The original functions, first presented by Wiener are a mapping and weighting of the…
For a bilinear form obtained by adding a Dirac mass to a positive definite moment functional in several variables, explicit formulas of orthogonal polynomials are derived from the orthogonal polynomials associated with the moment…
Fourier transform of multivariate orthogonal polynomials on the unit ball are obtained. By using Parseval's identity, a new family of multivariate orthogonal functions are introduced. The results are expressed in terms of the continuous…
Zernike polynomials are a basis of orthogonal polynomials on the unit disk that are a natural basis for representing smooth functions. They arise in a number of applications including optics and atmospheric sciences. In this paper, we…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain first and second order differential equations for the orthogonal polynomials and associated functions with a weight on the unit circle. We…
We consider series expansions in bases of classical orthogonal polynomials. When such a series solves a linear differential equation with polynomial coefficients, its coefficients satisfy a linear recurrence equation. We interpret this…
By using the three-term recurrence equation satisfied by a family of orthogonal polynomials, the Christoffel-Darboux-type bilinear generating function and their asymptotic expressions, we obtain quadrature formulas for integral transforms…
We find a combinatorial formula for the Haar functional of the orthogonal and unitary quantum groups. As an application, we consider diagonal coefficients of the fundamental representation, and we investigate their spectral measures.
The theory of bi-orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to…
Given a word $w(x_{1},\ldots,x_{r})$, i.e., an element in the free group on $r$ elements, and an integer $d\geq1$, we study the characteristic polynomial of the random matrix $w(X_{1},\ldots,X_{r})$, where $X_{i}$ are Haar-random…
Integration of polynomials over the classical groups of unitary, orthogonal and symplectic matrices can be reduced to basic building blocks known as Weingarten functions. We present an elementary derivation of these functions.
We construct the unitary analogue of orthogonal calculus developed by Weiss, utilising model categories to give a clear description of the intricacies in the equivariance and homotopy theory involved. The subtle differences between real and…