Integration over matrix spaces with unique invariant measures
نویسنده
چکیده
We present a method to calculate integrals over monomials of matrix elements with invariant measures in terms of Wick contractions. The method gives exact results for monomials of low order. For higher–order monomials, it leads to an error of order 1/Nα where N is the dimension of the matrix and where α is independent of the degree of the monomial. We give a lower bound on the integer α and show how α can be increased systematically. The method is particularly suited for symbolic computer calculation. Explicit results are given for O(N),U(N) and for the circular orthogonal ensemble.
منابع مشابه
Discrete Weyl–Heisenberg transforms
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