"Volume of a compact Lie group"의 두 판 사이의 차이

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==introduction==
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* Define <math>J_\lambda(x)=  h(\lambda)^{-1}\det(e^{\lambda_i x_j})</math>, where <math> h(\lambda)=\prod_{i<j}(\lambda_i-\lambda_j)</math>. 
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* For each <math>x</math>, <math>J_\lambda(x)</math> is an analytic function of <math>\lambda</math>; in particular, <math>J_0(x)=\left(\prod_{j=1}^{n-1} j!\right)  h(x)</math>.
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* The functions <math>J_\lambda(x)</math> play a central role in random matrix theory.
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* For example, if <math>\Lambda</math> and <math>X</math> are Hermitian matrices with eigenvalues given by <math>\lambda</math> and <math>x</math>, respectively, then
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\begin{equation}\label{iz}
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\int_{U(n)}e^{\rm tr \Lambda U X U^*} dU=\frac{J_\lambda(x)}{J_0(x)},
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\end{equation}
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where the integral is with respect to normalised Haar measure on the unitary group.
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* This is known as the Harish-Chandra, or Itzykson-Zuber, formula.
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==related items==
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* [[Random matrix]]
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==expositions==
 
==expositions==
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* Diaconis, Persi, and Peter J. Forrester. “A. Hurwitz and the Origins of Random Matrix Theory in Mathematics.” arXiv:1512.09229 [math-Ph], December 31, 2015. http://arxiv.org/abs/1512.09229.
 
* https://terrytao.wordpress.com/2013/02/08/the-harish-chandra-itzykson-zuber-integral-formula/
 
* https://terrytao.wordpress.com/2013/02/08/the-harish-chandra-itzykson-zuber-integral-formula/
 
* Zhang, Lin. “Volumes of Orthogonal Groups and Unitary Groups.” arXiv:1509.00537 [math-Ph, Physics:quant-Ph], September 1, 2015. http://arxiv.org/abs/1509.00537.
 
* Zhang, Lin. “Volumes of Orthogonal Groups and Unitary Groups.” arXiv:1509.00537 [math-Ph, Physics:quant-Ph], September 1, 2015. http://arxiv.org/abs/1509.00537.
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==articles==
 
==articles==
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* Shu, Fu-Wen, and You-Gen Shen. “Several Integrals of Quaternionic Field on Hyperbolic Matrix Space.” arXiv:1511.01385 [gr-Qc, Physics:math-Ph], November 4, 2015. http://arxiv.org/abs/1511.01385.
 
* Hashimoto, Y. “On Macdonald’s Formula for the Volume of a Compact Lie Group.” Commentarii Mathematici Helvetici 72, no. 4 (April 3, 2014): 660–62. doi:10.1007/s000140050040.
 
* Hashimoto, Y. “On Macdonald’s Formula for the Volume of a Compact Lie Group.” Commentarii Mathematici Helvetici 72, no. 4 (April 3, 2014): 660–62. doi:10.1007/s000140050040.
 
* Macdonald, I. G. “The Volume of a Compact Lie Group.” Inventiones Mathematicae 56, no. 2 (February 1980): 93–95. doi:10.1007/BF01392542.
 
* Macdonald, I. G. “The Volume of a Compact Lie Group.” Inventiones Mathematicae 56, no. 2 (February 1980): 93–95. doi:10.1007/BF01392542.
 
* Itzykson, C., and J. B. Zuber. “The Planar Approximation. II.” Journal of Mathematical Physics 21, no. 3 (1980): 411–21. doi:10.1063/1.524438.
 
* Itzykson, C., and J. B. Zuber. “The Planar Approximation. II.” Journal of Mathematical Physics 21, no. 3 (1980): 411–21. doi:10.1063/1.524438.
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[[분류:Lie theory]]
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[[분류:migrate]]

2020년 11월 13일 (금) 07:38 기준 최신판

introduction

  • Define \(J_\lambda(x)= h(\lambda)^{-1}\det(e^{\lambda_i x_j})\), where \( h(\lambda)=\prod_{i<j}(\lambda_i-\lambda_j)\).
  • For each \(x\), \(J_\lambda(x)\) is an analytic function of \(\lambda\); in particular, \(J_0(x)=\left(\prod_{j=1}^{n-1} j!\right) h(x)\).
  • The functions \(J_\lambda(x)\) play a central role in random matrix theory.
  • For example, if \(\Lambda\) and \(X\) are Hermitian matrices with eigenvalues given by \(\lambda\) and \(x\), respectively, then

\begin{equation}\label{iz} \int_{U(n)}e^{\rm tr \Lambda U X U^*} dU=\frac{J_\lambda(x)}{J_0(x)}, \end{equation} where the integral is with respect to normalised Haar measure on the unitary group.

  • This is known as the Harish-Chandra, or Itzykson-Zuber, formula.


related items


expositions

articles

  • Shu, Fu-Wen, and You-Gen Shen. “Several Integrals of Quaternionic Field on Hyperbolic Matrix Space.” arXiv:1511.01385 [gr-Qc, Physics:math-Ph], November 4, 2015. http://arxiv.org/abs/1511.01385.
  • Hashimoto, Y. “On Macdonald’s Formula for the Volume of a Compact Lie Group.” Commentarii Mathematici Helvetici 72, no. 4 (April 3, 2014): 660–62. doi:10.1007/s000140050040.
  • Macdonald, I. G. “The Volume of a Compact Lie Group.” Inventiones Mathematicae 56, no. 2 (February 1980): 93–95. doi:10.1007/BF01392542.
  • Itzykson, C., and J. B. Zuber. “The Planar Approximation. II.” Journal of Mathematical Physics 21, no. 3 (1980): 411–21. doi:10.1063/1.524438.