Integrals of monomials over the orthogonal group T. Gorin∗ Centro de Ciencias F´ısicas, University of Mexico (UNAM), Avenida Universidad s/n,
arXiv:math-ph/0112012v1 7 Dec 2001
C.P. 62210 Cuernavaca, Morelos, M´exico Theoretische Quantendynamik, Fakult¨ at f¨ ur Physik, Universit¨ at Freiburg, Hermann-Herder-Str. 3, D-79104 Freiburg, Germany
Abstract A recursion formula is derived which allows to evaluate invariant integrals over the orthogonal group O(N ), where the integrand is an arbitrary finite monomial in the matrix elements of the group. The value of such an integral is expressible as a finite sum of partial fractions in N . The recursion formula largely extends presently available integration formulas for the orthogonal group. PACS: 02.20.-a, 05.40.-a, 05.45.Mt
1
Introduction
Integrals over the classical compact groups1,2 are of interest in various fields, such as harmonic analysis3 or random matrix theory4 . In these applications the integrand is often a polynomial in the matrix elements of the group itself, (i.e. of the true matrix representation of the group). Thus we have to integrate an arbitrary monomial of these matrix elements. Closed formulas are available only for very special cases3,5−7 and even a new method by Prosen et al.8 using computer algebras is practically limitted to low degrees. Though note that, for arbitrary monomials there is strong evidence, that the results are exact at least up to the next leading order in N −1 with respect to the approximation of the group integral by independent Gaussian distributed matrix elements.9 In the present paper we shall address the case of the orthogonal group O(N ). First we rederive the well known one-vector formula.4,6 In this context, the terms “R-vector formula” or “R-vector integral” refer to the case where the monomial in question contains only powers of matrix elements from R rows or R columns respectively. Next we derive a recursion formula that relates an R-vector integral to a linear combination of (R−1)-vector integrals. This is the central result of the present paper. Together with the one-vector formula, it allows to calculate any integral over a monomial of finite degree in a finite number of steps. This result is then used, to obtain a closed expression for general two-vector integrals that is much simpler than the one known before.6 Besides, the older formula contains mistakes which (to the best of my knowledge) had never been corrected in the literature. The paper is organized as follows: In Sec. 2 we describe the current approach to the problem. In addition, we introduce some compact non-standard notations, which help to keep the mathematical expressions manageable. Then the one-vector result of Ullah6 is rederived, as it is the base for the recursion formula developed later on. In passing we obtain an equally simple formula for the corresponding one-vector integral over the unitary group. In Sec. 3 we derive the general recursion formula. In Sec. 4 some applications are presented. As an immediate consequence, we obtain a closed expression for the two-vector integral, which is then compared to the corrected old result.6 ∗
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1
We also illustrate the use of our general formula for R > 2, calculating a particular three-vector integral. Sec. 5 contains the conclusions.
2
General considerations
To be specific, let us consider the orthogonal matrix w ∈ O(N ) as a point in Euclidean N 2 dimensional space. Then we are interested in integrals of monomials in the coordinates of w. These are denoted by: hM i =
Z
dσ(w)
N,R Y
M
wiξ iξ .
(1)
i,ξ=1
R Here σ is the normalized Haar measure10 of O(N ), i.e. dσ(w) = 1, and M is a N ×R matrix of non-negative integers, with R ≤ N . M is called the power matrix. In the recursion formula to be developed, R is used as the recursion parameter. Hence it is important, that R, the number of columns of M , is as small as possible. The integral over the orthogonal group is invariant under any permutation of columns or rows of the integration variable w ∈ O(N ). It is also invariant under taking the transpose. Therefore it is sufficient to consider such monomials which contain matrix elements from the first R ≤ N columns of w only. According to Ullah6 one may then write: ) ( Z Y R N Y Y N (M ) Miξ wiξ hM i = δ(hw ~ µ |w ~ ν i) , (2) dΩ(w ~ξ) , N (M ) = N (o) µ 1, the orthogonality conditions destroy this simple correspondence. To obtain the desired expression for one-vector integrals, it is convenient to consider monomials in the real and imaginary parts of the complex unit vector w. ~ They can be identified with the 3
coordinates in a 2N -dimensional Euclidean space, where the Haar measure reduces to the constant measure Ω2 Q on the unit hypersphere. Denoting the one-vector integral of an arbitrary monomial N i ni by hm ~ :~ni = i=1 xm i yi , where wi = xi + i yi , we may write: hm ~ :~ni =
M(m, ~ ~n) , M(~o, ~o)
M(m, ~ ~n) =
Z
dΩ2 (w) ~
N Y
i ni xm i yi ,
wi = xi + i yi .
(12)
i=1
Note the different notations: hm ~ :~ni stands for the one-vector integral over the unitary group, while hm, ~ ~ni is used in Sec. 4 for the two-vector integral over the orthogonal group. Equation (12) shows, that we may express hm ~ : ~ni as a one-vector integral over the orthogonal group O(2N ): hm ~ : ~ni = h~ pi, where p~ is the 2N -dimensional concatenation of m ~ and ~n. Then we may apply Eq. (11). This leads to: hm ~ :~ni = (N )−1 (m+¯ ¯ n)/2
N Y
1 2 mi /2
i=1
1 2 ni /2
.
(13)
Again the integral hm ~ :~ni vanishes, if at least one component of m ~ or ~n is odd.
3
The recursion formula
The desired recursion formula shall express an arbitrary integral hM i, where M is a power matrix with R columns, as a linear combination of simpler integrals hM ′ i, where M ′ has only R−1 columns. Starting from Eq. (2) one may attack this problem head on, and separate the integration on the last unit vector w ~ R from the remaining integral: ( ) Z R−1 N R−1 Y Y Y Miξ wiξ δ (hw ~ µ |w ~ ν i) J(w ~ 1, . . . , w ~ R−1 ; m ~ R) . (14) dΩ(w ~ξ) N (M ) = µ
