Haar measure

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1: 35.1 Special Notation

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$a,b$	complex variables.
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$\mathrm{d}𝐇$	normalized Haar measure on $𝐎(m)$.
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2: 35.4 Partitions and Zonal Polynomials

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35.4.3 $$Z_{\kappa }\left(𝐓\right)=Z_{\kappa }\left(𝐈\right){\left|𝐓\right|}^{k_m}\underset{𝐎(m)}{\int }\prod _{j=1}^{m-1}{|{(𝐇𝐓{𝐇}^{-1})}_j|}^{k_j-k_{j+1}}\mathrm{d}𝐇,$$ $𝐓\in 𝓢$.

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Symbols:

$\in$: element of, $\int$: integral, $Z_{\kappa }\left(𝐓\right)$: zonal polynomial, $𝐈$: $m\times m$ identity matrix, $𝓢$: space of real symmetric $m\times m$ matrices, $𝐓$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $|{(𝐗)}_j|$: $j$th principal minor of $𝐗$ , $𝐎(m)$: space of $m\times m$ orthogonal matrices, $𝐇$: orthogonal $m\times m$ matrix, $\mathrm{d}𝐇$: normalized Haar measure on $𝐎(m)$ , $j$: nonnegative integer, $k$: nonnegative integer, $m$: positive integer and $\kappa$: vector of nonnegative integers

Referenced by:

§35.4(i)

Permalink:

http://dlmf.nist.gov/35.4.E3

Encodings:

pMML, png, TeX

See also:

Annotations for §35.4(i), §35.4 and Ch.35

►See Muirhead (1982, pp. 68–72) for the definition and properties of the Haar measure $\mathrm{d}𝐇$. … ►

35.4.7 $${\int }_{𝐎(m)}{Z}_{\kappa }\left(𝐒𝐇𝐓{𝐇}^{-1}\right)\mathrm{d}𝐇=\frac{Z_{\kappa }\left(𝐒\right)Z_{\kappa }\left(𝐓\right)}{Z_{\kappa }\left(𝐈\right)}.$$

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Symbols:

$\int$: integral, $Z_{\kappa }\left(𝐓\right)$: zonal polynomial, $𝐈$: $m\times m$ identity matrix, $𝐒$: real symmetric $m\times m$ matrix, $𝐓$: real symmetric $m\times m$ matrix, $𝐎(m)$: space of $m\times m$ orthogonal matrices, $𝐇$: orthogonal $m\times m$ matrix, $\mathrm{d}𝐇$: normalized Haar measure on $𝐎(m)$ , $m$: positive integer and $\kappa$: vector of nonnegative integers

Referenced by:

§35.9

Permalink:

http://dlmf.nist.gov/35.4.E7

Encodings:

pMML, png, TeX

See also:

Annotations for §35.4(ii), §35.4(ii), §35.4 and Ch.35

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3: 35.5 Bessel Functions of Matrix Argument

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35.5.8 $${\int }_{𝐎(m)}\mathrm{etr}\left(𝐒𝐇\right)\mathrm{d}𝐇=\frac{A_{-1/2}\left(-\frac{1}{4}𝐒{𝐒}^{\mathrm{T}}\right)}{A_{-1/2}\left(𝟎\right)},$$ $𝐒$ arbitrary.

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Symbols:

$A_{\nu }\left(𝐓\right)$: Bessel function of matrix argument (first kind), $\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, $𝐒$: real symmetric $m\times m$ matrix, $𝐎(m)$: space of $m\times m$ orthogonal matrices, $𝐇$: orthogonal $m\times m$ matrix, $\mathrm{d}𝐇$: normalized Haar measure on $𝐎(m)$ , $m$: positive integer and $𝟎$: $m\times m$ matrix of zeros

Referenced by:

§35.10, §35.9

Permalink:

http://dlmf.nist.gov/35.5.E8

Encodings:

pMML, png, TeX

See also:

Annotations for §35.5(ii), §35.5 and Ch.35

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