Averages over classical Lie groups, twisted by characters
The present paper is devoted to the study of integrals of class functions over classical compact Lie groups. This is a very active area of research with fundamental applications to many areas of pure and applied mathematics, from Number Theory to Physics. The first goal of this paper is to give a self-contained proof of an important result of \textit{P. Diaconis} and \textit{M. Shahshahani} in [J. Appl. Probab. 31A, Spec. Vol., 49--62 (1994; Zbl 0807.15015)]. Also a better description of the underlying combinatorial structures is obtained. The second goal of the paper is to study averages when an irreducible character of the group is introduced into the integrals (averages twisted by characters); the author extends some results of \textit{D. Bump} and \textit{P. Diaconis} in [J. Comb. Theory, Ser. A 97, No. 2, 252--271 (2002; Zbl 1005.47030)] from the unitary to symplectic and orthogonal groups. Finally, the author uses some results of \textit{K. Johansson} in [Ann. Math. (2) 145, No. 3, 519--545 (1997; Zbl 0883.60010)] to get asymptotics for the averages twisted by characters.
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