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On some properties of orthogonal Weingarten functions

J. Math. Phys. 50, 113516 (2009); doi:10.1063/1.3251304

Published 18 November 2009

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Benoît Collins1 and Sho Matsumoto2
1Département de Mathématique et Statistique, Université d'Ottawa, 585 King Edward, Ottawa, Ontario K1N 6N5, Canada and CNRS, Institut Camille Jordan, Université Lyon 1, 43 Blvd. du 11 Novembre 1918, 69622 Villeurbanne, France
2Graduate School of Mathematics, Nagoya University, Nagoya 464-8602, Japan

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 Fourier-type formula was known in the unitary case, the orthogonal counterpart was not known. It relies on the Jack polynomial generalization of both Schur and zonal polynomials. This formula substantially reduces the complexity involved in the computation of Weingarten formulas. We also describe a few more new properties of the Weingarten formula, state a conjecture, and give a table of values. ©2009 American Institute of Physics
History: Received 24 July 2009; accepted 10 September 2009; published 18 November 2009
Permalink: http://link.aip.org/link/?JMAPAQ/50/113516/1
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KEYWORDS and PACS

Keywords
PACS
  • 05.40.-a
    Fluctuation phenomena, random processes, noise, and Brownian motion
  • 02.10.Ud
    Linear algebra
  • 02.50.-r
    Probability theory, stochastic processes, and statistics
  • 02.10.De
    Algebraic structures and number theory
  • 02.30.Rz
    Integral equations
  • 02.30.Sa
    Functional analysis
  • YEAR: 2009

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PUBLICATION DATA

ISSN:
0022-2488 (print)   1089-7658 (online)
Publisher:
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REFERENCES (12)

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  2. Collins, B., “Moments and cumulants of polynomial random variables on unitary groups, the Itzykson-Zuber integral, and free probability,” Int. Math. Res. Notices 2003, 953.
  3. Collins, B. and Śniady, P., “Integration with respect to the Haar measure on unitary, orthogonal and symplectic group,” Commun. Math. Phys. 264, 773 (2006).
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  6. Macdonald, I. G., Symmetric Functions and Hall Polynomials, 2nd ed. (Oxford University Press, Oxford, 1995).
  7. Matsumoto, S. and Novak, J., “Symmetric polynomials in Jucys-Murphy elements and the Weingarten function,” e-print arXiv:0905.1992v1.
  8. Novak, J., “Truncations of random unitary matrices and Young tableaux,” Electron. J. Comb. 14, R21 (2007).
  9. Parkhurst, A. M. and James, A. T., “Zonal polynomials of order 1 through 12,” Selected Tables in Mathematical Statistics (American Mathematical Society, Providence, 1974), Vol. 2, pp. 199–388.
  10. Petkovsek, M., Wilf, H., and Zeilberger, D., , Ltd., Wellesley, MA, 1996).
  11. Rains, E. M., “Increasing subsequences and the classical groups,” Electron. J. Comb. 5, R12 (1998).
  12. Weingarten, D., “Asymptotic behavior of group integrals in the limit of infinite rank,” J. Math. Phys. 19, 999 (1978).

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