The Weingarten Calculus
Benoit Collins, Sho Matsumoto, Jonathan Novak
TL;DR
This paper introduces Weingarten Calculus, a mathematical method for calculating joint moments of matrix variables distributed by Haar measure on compact groups, facilitating advanced analysis in random matrix theory.
Contribution
It provides a concise introduction to Weingarten Calculus, highlighting its application in computing moments of Haar-distributed matrix variables.
Findings
Enables computation of joint moments for Haar-distributed matrices
Simplifies analysis in random matrix theory and related fields
Provides foundational understanding of Weingarten Calculus
Abstract
This is a short introduction to Weingarten Calculus. Weingarten Calculus is a method to compute the joint moments of matrix variables distributed according to the Haar measure of compact groups.
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