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Weingarten function

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In mathematics, Weingarten functions rational functions indexed by partitions of integers that can be used to calculate integrals of moments over classical groups.

References

  • Collins, Benoît (2003), "Moments and cumulants of polynomial random variables on unitary groups, the Itzykson-Zuber integral, and free probability", International Mathematics Research Notices (17): 953–982, doi:10.1155/S107379280320917X, ISSN 1073-7928, MR1959915{{citation}}: CS1 maint: unflagged free DOI (link)
  • Collins, Benoît; Śniady, Piotr (2006), "Integration with respect to the Haar measure on unitary, orthogonal and symplectic group", Communications in Mathematical Physics, 264 (3): 773–795, doi:10.1007/s00220-006-1554-3, ISSN 0010-3616, MR2217291
  • Weingarten, Don (1978), "Asymptotic behavior of group integrals in the limit of infinite rank", Journal of Mathematical Physics, 19 (5): 999–1001, doi:10.1063/1.523807, ISSN 0022-2488, MR0471696
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