Schur-Weyl duality and the heat kernel measure on the unitary group (Q2483179)

Let \(N\), \(n\geq 1\) be integers, and \((B_t)\) be a Brownian motion on the unitary group \(I(N)\), corresponding to the inner product \(-\text{Tr}(XY)\) on \(u(N)\). Fix a permutation \(\sigma\in S_n\), and denote by \(l_1,\dots, l_r\) the lengths of its cycles. Consider on \(S_n\) the Cayley graph generated by all transpositions, and denote by \(S(\sigma,k,d)\) the number of paths of length \(k\) from Id \(\sigma\), such that \((k-2d)\) equals the distance from \(\sigma\) to Id. Then the main result is the following nice expansion formula, relating the unitary and symmetric groups: for any \(t\geq 0\), \[ \mathbb{E}[\text{Tr}(B^{l_1}_{1/N})\cdots \text{Tr}(B^{l_r}_{1/N})]= N^r e^{-nt/2} \sum_{(k,d)\in\mathbb{N}^2} {(-t)^k\over k!N^{2d}} S(\sigma,k,d). \] Two proofs are given, one probabilistic, and one based on representation theory. This expansion formula is then used to recover asymptotic results, as \(N\to\infty\), by Biane, by Voiculescu, and by Xu; such as the asymptotic freeness. Finally, an alternative interpretation of this formula is given, in terms of random ramified coverings of a disk, letting it appear as a genus expansion.