Correlation functions of Harish-Chandra integrals over the orthogonal and the symplectic groups

DOI10.1007/S10955-007-9350-9MaRDI QIDQ2473344zbMATH OpenOpenAlexFDO

Authors A. Prats Ferrer, Bertrand Eynard, Philippe Di Francesco, Jean-Bernard Zuber

Publication date 27 February 2008

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

Full work available at URL https://arxiv.org/abs/math-ph/0610049

zbMATH Keywords

compact groupsorthogonal and symplectic groupsHarish-Chandra correlation function integrals

Mathematics Subject Classification ID

Harmonic analysis on specific compact groups (43A75)

Abstract: The Harish-Chandra correlation functions, i.e. integrals over compact groups of invariant monomials prod tr{X^{p_1} Omega Y^{q_1} Omega^dagger X^{p_2} ... with the weight exp tr{X Omega Y Omega^dagger} are computed for the orthogonal and symplectic groups. We proceed in two steps. First, the integral over the compact group is recast into a Gaussian integral over strictly upper triangular complex matrices (with some additional symmetries), supplemented by a summation over the Weyl group. This result follows from the study of loop equations in an associated two-matrix integral and may be viewed as the adequate version of Duistermaat-Heckman's theorem for our correlation function integrals. Secondly, the Gaussian integration over triangular matrices is carried out and leads to compact determinantal expressions.

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Cited in

(11)

• The Harish-Chandra integral: an introduction with examples
• Multiplicative convolution of real asymmetric and real anti-symmetric matrices
• Auto-correlation functions of Sato-Tate distributions and identities of symplectic characters
• \(O(\infty)\)- and \(\mathrm{Sp}(\infty)\)-invariant ergodic measures on the spaces of infinite antisymmetric and quaternionic antihermitian matrices
• Preserving topology while breaking chirality: from chiral orthogonal to anti-symmetric Hermitian ensemble
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• Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles
• Determinantal identity for multilevel ensembles and finite determinantal point processes
• Derivative principles for invariant ensembles
• Asymptotics of unitary and orthogonal matrix integrals

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