Related papers: Weingarten calculus with virtual isometries
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 give a Fourier-type formula for computing the orthogonal Weingarten formula. The Weingarten calculus was introduced as a systematic method to compute integrals of polynomials with respect to Haar measure over classical groups. Although a…
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…
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.
Weingarten functions provide a tool for computing Haar measure matrix integrals of polynomials in the matrix entries. An important property of Weingarten functions, is their particularly simple large $N$ limits. In 2017 Benoit Collins and…
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…
Symbolic integration over the Haar measure of compact groups is a computational cornerstone in quantum information science and random matrix theory. We present \texttt{IntegrateUnitary.jl}, a comprehensive Julia package for computing exact…
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…
The present work is inspired by three interrelated themes: Weingarten calculus for integration over unitary groups, monotone Hurwitz numbers which enumerate certain factorisations of permutations into transpositions, and Jucys-Murphy…
We consider the three finite free convolutions for polynomials studied in a recent paper by Marcus, Spielman, and Srivastava. Each can be described either by direct explicit formulae or in terms of operations on randomly rotated matrices.…
A general theory of vector-valued modular functions, holomorphic in the upper half-plane, is presented for finite dimensional representations of the modular group. This also provides a description of vector-valued modular forms of arbitrary…
By viewing Einstein's field equations -- reduced to two dimensions -- as an integrable system, one can simultaneously obtain exact solutions to both the equations themselves and their associated Lax pair via a canonical Wiener-Hopf…
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…
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 introduce a family of polynomials, which arise in three distinct ways: in the large $N$ expansion of a matrix integral, as a weighted enumeration of factorisations of permutations, and via the topological recursion. More explicitly, we…
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…
In this article, discrete variants of several results from vector calculus are studied for classical finite difference summation by parts operators in two and three space dimensions. It is shown that existence theorems for scalar/vector…
In this paper we introduce the new notion of complex isoparametric functions on Riemannian manifolds. These are then employed to devise a general method for constructing proper $p$-harmonic functions. We then apply this to construct the…
Explicit solutions to the non-linear field equations of some gravitational theories can be obtained, by means of a Riemann-Hilbert approach, from a canonical Wiener-Hopf factorisation of certain matrix functions called monodromy matrices.…