Integration over matrix spaces with unique invariant measures

DOI10.1063/1.1506955MaRDI QIDQ4832786zbMATH OpenOpenAlexWikidataFDO

Authors Tomaž Prosen, T. H. Seligman, H. A. Weidenmüller

Publication date 14 December 2004

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math-ph/0203042

Mathematics Subject Classification ID

Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10) Finite-dimensional groups and algebras motivated by physics and their representations (81R05) General quantum mechanics and problems of quantization (81S99)

Abstract: We present a method to calculate integrals over monomials of matrix elements with invariant measures in terms of Wick contractions. The method gives exact results for monomials of low order. For higher--order monomials, it leads to an error of order 1/N^alpha where N is the dimension of the matrix and where alpha is independent of the degree of the monomial. We give a lower bound on the integer alpha and show how alpha can be increased systematically. The method is particularly suited for symbolic computer calculation. Explicit results are given for O(N), U(N) and for the circular orthogonal ensemble.

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