Related papers: Moment Methods on compact groups: Weingarten calcu…
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.
We consider random matrices that have invariance properties under the action of unitary groups (either a left-right invariance, or a conjugacy invariance), and we give formulas for moments in terms of functions of eigenvalues. Our main tool…
The randomized quantum marginal problem asks about the joint distribution of the partial traces ("marginals") of a uniform random Hermitian operator with fixed spectrum acting on a space of tensors. We introduce a new approach to this…
Consider a symmetric unitary random matrix $V=(v_{ij})_{1 \le i,j \le N}$ from a circular orthogonal ensemble. In this paper, we study moments of a single entry $v_{ij}$. For a diagonal entry $v_{ii}$ we give the explicit values of the…
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…
The paper is concerned with the extension of the classical study of probability measures on a compact group which are square roots of the Haar measure, due to Diaconis and Shahshahani, to the context of compact quantum groups. We provide a…
This paper considers random matrices distributed according to Haar measure in different classical compact groups. Utilizing the determinantal point structures of their nontrivial eigenangles, with respect to the $L_1$-Wasserstein distance,…
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 survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.
Let $W$ be a random positive definite symmetric matrix distributed according to a real Wishart distribution and let $W^{-1}=(W^{ij})_{i,j}$ be its inverse matrix. We compute general moments $\mathbb{E} [W^{k_1 k_2} W^{k_3 k_4} ...…
We introduce and study the Weingarten calculus for centered random permutation matrices in the symmetric group S_N. After presenting a formulation of the Weingarten calculus on the symmetric group, we derive a formula in the centered case,…
We consider the problem of setting up the Wigner distribution for states of a quantum system whose configuration space is a Lie group. The basic properties of Wigner distributions in the familiar Cartesian case are systematically…
The Haar measure on some locally compact quantum groups is constructed. The main example we treat is the az+b-group of Woronowicz. We also briefly consider some other examples (like the ax+b-group). We get the first examples of a locally…
According to Haar's Theorem, every compact group $G$ admits a unique (regular, right and) left-invariant Borel probability measure $\mu_G$. Let the Haar integral (of $G$) denote the functional $\int_G:\mathcal{C}(G)\ni f\mapsto \int…
We show that the mixing times of random walks on compact groups can be used to obtain concentration inequalities for the respective Haar measures. As an application, we derive a concentration inequality for the empirical distribution of…
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.
On a compact group the Haar probability measure plays the role of uniform distribution. The entropy and rate distortion theory for this uniform distribution is studied. New results and simplified proofs on convergence of convolutions on…
In this paper we present a fixed point property for amenable hypergroups which is analogous to Rickert's fixed point theorem for semigroups. It equates the existence of a left invariant mean on the space of weakly right uniformly continuous…
We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…