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相关论文: The Weingarten Calculus

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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…

组合数学 · 数学 2019-02-27 Benoît Collins , Sho Matsumoto

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…

算子代数 · 数学 2024-05-10 Benoit Collins

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.

概率论 · 数学 2013-07-04 Sho Matsumoto

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…

概率论 · 数学 2026-02-24 Benoît Collins , Sho Matsumoto

The aim of this paper is to present a systematic method for computing moments of matrix elements taken from circular orthogonal ensembles (COE). The formula is given as a sum of Weingarten functions for orthogonal groups but the technique…

概率论 · 数学 2012-09-25 Sho Matsumoto

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…

概率论 · 数学 2013-01-28 Sho Matsumoto

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…

组合数学 · 数学 2016-12-23 Alejandro Ginory , Jongwon Kim

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…

数学物理 · 物理学 2023-04-18 Sho Matsumoto , Colin McSwiggen

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…

数学物理 · 物理学 2019-02-27 Benoît Collins , Sho Matsumoto

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} ...…

统计理论 · 数学 2015-03-17 Sho Matsumoto

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…

概率论 · 数学 2021-03-01 Georg Köstenberger

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…

统计理论 · 数学 2016-09-06 Benoit Collins , Sho Matsumoto , Nadia Saad

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,…

概率论 · 数学 2026-05-12 Benoît Collins , Manasa Nagatsu

We develop a powerful framework to calculate expectation values of polynomials and moments on compact Lie groups based on elementary representation-theoretic arguments and an integration by parts formula. In the setting of lattice gauge…

概率论 · 数学 2022-03-23 Tobias Diez , Lukas Miaskiwskyi

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…

量子物理 · 物理学 2026-05-25 Łukasz Pawela , Zbigniew Puchała

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,…

概率论 · 数学 2026-02-19 Mengchun Cai

We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…

数值分析 · 数学 2021-02-25 Massimiliano Fasi , Leonardo Robol

In this paper, we propose an efficient method to estimate the Weingarten map for point cloud data sampled from manifold embedded in Euclidean space. A statistical model is established to analyze the asymptotic property of the estimator. In…

机器学习 · 统计学 2021-05-17 Yueqi Cao , Didong Li , Huafei Sun , Amir H Assadi , Shiqiang Zhang

We derive the joint distribution of the moments $\mathrm{Tr}\, Q^{\kappa}$ ($\kappa\geq0$) of the Wigner-Smith matrix for a chaotic cavity supporting a large number of scattering channels $n$. This distribution turns out to be…

介观与纳米尺度物理 · 物理学 2016-03-17 Fabio Deelan Cunden

The Wigner time delay is a measure of the time spent by a particle inside the scattering region of an open system. For chaotic systems, the statistics of the individual delay times (whose average is the Wigner time delay) are thought to be…

混沌动力学 · 物理学 2013-03-06 Gregory Berkolaiko , Jack Kuipers
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