In mathematics, Weingarten functions are rational functions indexed by partitions of integers that can be used to calculate integrals of products of matrix coefficients over classical groups. They were first studied by Weingarten (1978) who found their asymptotic behavior, and named by Collins (2003), who evaluated them explicitly for the unitary group.
Weingarten functions are used for evaluating integrals over the unitary group Ud of products of matrix coefficients of the form
(Here denotes the conjugate transpose of , alternatively denoted as .)
This integral is equal to
where Wg is the Weingarten function, given by
where the sum is over all partitions λ of q (Collins 2003). Here χλ is the character of Sq corresponding to the partition λ and s is the Schur polynomial of λ, so that sλd(1) is the dimension of the representation of Ud corresponding to λ.
The Weingarten functions are rational functions in d. They can have poles for small values of d, which cancel out in the formula above. There is an alternative inequivalent definition of Weingarten functions, where one only sums over partitions with at most d parts. This is no longer a rational function of d, but is finite for all positive integers d. The two sorts of Weingarten functions coincide for d larger than q, and either can be used in the formula for the integral.
The first few Weingarten functions Wg(σ, d) are
- (The trivial case where q = 0)
where permutations σ are denoted by their cycle shapes.
For large d, the Weingarten function Wg has the asymptotic behavior
where the permutation σ is a product of cycles of lengths Ci, and cn = (2n)!/n!(n + 1)! is a Catalan number, and |σ| is the smallest number of transpositions that σ is a product of. There exists a diagrammatic method to systematically calculate the integrals over the unitary group as a power series in 1/d.
Orthogonal and symplectic groups
For orthogonal and symplectic groups the Weingarten functions were evaluated by Collins & Śniady (2006). Their theory is similar to the case of the unitary group. They are parameterized by partitions such that all parts have even size.
- Collins, Benoît (2003), "Moments and cumulants of polynomial random variables on unitary groups, the Itzykson-Zuber integral, and free probability", International Mathematics Research Notices, 2003 (17): 953–982, arXiv:math-ph/0205010, doi:10.1155/S107379280320917X, MR 1959915
- 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, arXiv:math-ph/0402073, Bibcode:2006CMaPh.264..773C, doi:10.1007/s00220-006-1554-3, MR 2217291
- Weingarten, Don (1978), "Asymptotic behavior of group integrals in the limit of infinite rank", Journal of Mathematical Physics, 19 (5): 999–1001, Bibcode:1978JMP....19..999W, doi:10.1063/1.523807, MR 0471696
- Z. Puchała and J.A. Miszczak, Symbolic integration with respect to the Haar measure on the unitary group in Mathematica., arXiv:1109.4244 (2011).
- M. Fukuda, R. König, and I. Nechita, RTNI - A symbolic integrator for Haar-random tensor networks., arXiv:1902.08539 (2019).
- P.W. Brouwer and C.W.J. Beenakker, Diagrammatic method of integration over the unitary group, with applications to quantum transport in mesoscopic systems, J. Math. Phys. 37, 4904 (1996), arXiv:cond-mat/9604059.