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Asymptotic behavior of group integrals in the limit of infinite rank
1.K. G. Wilson, Phys. Rev. D 10, 2445 (1975);
1.K. G. Wilson, in Gauge Theories and Modern Field Theory, edited by R. Arnowitt and P. Nath (M.I.T. Press, Cambridge, Mass., 1975).
2.I am grateful to A. Lenard for calling my attention to this result.
3.A proof for the ease of a single random variable is given by M. Loève, Probability Theory (Van Nostrand, New York, 1955), p. 185.
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