Related papers: Weingarten calculus for centered random permutatio…
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…
We investigate eigenvalue moments of matrices from Circular Orthogonal Ensemble multiplicatively perturbed by a permutation matrix. More precisely we investigate variance of the sum of the eigenvalues raised to power $k$, for arbitrary but…
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…
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 establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in…
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…
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…
A fundamental property of compact groups and compact quantum groups is the existence and uniqueness of a left and right invariant probability -- the Haar measure. This is a natural playground for classical and quantum probability, provided…
We discuss an extension of the Weingarten formula, to the case of noncommutative homogeneous spaces, under suitable "easiness" assumptions. The spaces that we consider are noncommutative algebraic manifolds, generalizing the spaces of type…
We compute the deterministic approximation for mixed fluctuation moments of products of deterministic matrices and general Sobolev functions of Wigner matrices. Restricting to polynomials, our formulas reproduce recent results of [Male,…
In this paper we construct scalar cumulants for stable random matrix models with single trace interactions of arbitrarily high even order by Weingarten calculus. We obtain explicit and convergent expansions for these scalar cumulants in 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…
We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}|^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large…
The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We consider sequences of random variables which satisfy a central…
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.
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.
Within the framework of the probability representation of quantum mechanics, we study a superposition of generic Gaussian states associated to symmetries of a regular polygon of n sides; in other words, the cyclic groups (containing the…
The permutation group $S_N$ has a quantum analogue $S_N^+$, which is infinite at $N\geq4$. We review the known facts regarding $S_N^+$, and notably its easiness property, Weingarten calculus, and the isomorphism $S_4^+=SO_3^{-1}$ and its…
We consider a generalization of the Ewens measure for the symmetric group, calculating moments of the characteristic polynomial and similar multiplicative statistics. In addition, we study the asymptotic behavior of linear statistics (such…
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,…