WEINGARTEN CALCULUS FOR MATRIX ENSEMBLES ASSOCIATED WITH COMPACT SYMMETRIC SPACES

DOI10.1142/S2010326313500019zbMath1280.15020arXiv1301.5401MaRDI QIDQ2844434

Sho Matsumoto

Publication date: 28 August 2013

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.5401

zbMATH Keywords

symmetric spacematrix elementsWeingarten calculusmatrix ensemblesintegrals of polynomial functions

Mathematics Subject Classification ID

Harmonic analysis on homogeneous spaces (43A85) Random matrices (algebraic aspects) (15B52) Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10)

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