Moments of Random Matrices and

Weingarten Functions

by

Yinzheng Gu

A project submitted to the

Department of Mathematics and Statistics
in conformity with the requirements for
the degree of Master of Science

Queens University
Kingston, Ontario, Canada
August 2013

c Yinzheng Gu, 2013

Copyright

Abstract
Let G be the unitary group, orthogonal group, or (compact) symplectic group, equipped with
its Haar probability measure, and suppose that G is realized as a matrix group. Consider a
random matrix X = (xi,j )1i,jN picked up from G. We would like to know how to compute
the moments


E xi1 j1 xin jn xi01 j10 xi0n jn0 or E [xi1 j1 xi2n j2n ] .
In this report, we focus on the unitary group UN and use the methods established in [5]
and [9] which express the moments as sums in terms of Weingarten functions. The function WgU (, N ), called the unitary Weingarten function, has rich combinatorial structures
involving Jucys-Murphy elements. We discuss and prove some of its properties.
Finally, we consider some applications of the formula for integration with respect to the
Haar measure over the unitary group UN . We compute matrix-valued expectations with the
goal of having a better understanding of the operator-valued Cauchy transform.

Acknowledgments
First and foremost, I would like to thank my supervisors Serban Belinschi and James A.
Mingo for their guidance and continuous support.
I would also like to thank all of my professors and fellow students. I have learned a great
deal from their wisdom and helpfulness.
I am also thankful to all members and staff in the Department of Mathematics and
Statistics at Queens University.
Finally, I am grateful to my family, especially my parents for their unconditional love
and encouragement.

ii

Table of Contents
Abstract

Acknowledgments

ii

Table of Contents

iii

1 Introduction and Preliminaries

1.1 Expectation of products of entries
1.1.1 Integration formula for the
1.1.2 Integration formula for the
1.2 Partitions and pairings . . . . . .

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1
1
1
4
5

2 Weingarten Functions and Jucys-Murphy Elements

2.1 Gram matrices and Weingarten matrices . . . . . . .
2.2 Jucys-Murphy elements . . . . . . . . . . . . . . . . .
2.3 The group algebra C[Sn ] . . . . . . . . . . . . . . . .
2.4 Group representation theory . . . . . . . . . . . . . .
2.4.1 Basic definitions . . . . . . . . . . . . . . . . .
2.4.2 The regular representation . . . . . . . . . . .
2.4.3 Maschkes theorem . . . . . . . . . . . . . . .
2.4.4 Artin-Wedderburn theorem . . . . . . . . . .
2.5 Young tableaux . . . . . . . . . . . . . . . . . . . . .
2.5.1 Basic definitions . . . . . . . . . . . . . . . . .
2.5.2 The irreducible representations of Sn . . . . .
2.6 Some properties of unitary Weingarten functions . . .
2.6.1 The invertibility of G . . . . . . . . . . . . . .
2.6.2 Proof of Proposition 2.4 . . . . . . . . . . . .
2.6.3 Asymptotics of WgU . . . . . . . . . . . . . .
2.7 Additional properties of unitary Weingarten functions
2.7.1 Explicit formulas for G and WgU . . . . . . .
2.7.2 Character expansion of WgU . . . . . . . . . .

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8
10
12
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14
15
15
17
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19
21
21
22
23
24
24
28

3 Integration over the Unitary Group and Applications

3.1 Unitarily invariant random matrices . . . . . . . . . . . . . . . . . . . . . . .
3.2 Expectation of products of matrices . . . . . . . . . . . . . . . . . . . . . . .

30
31
34

. . . . . . . . . .
unitary group . .
orthogonal group
. . . . . . . . . .

iii

3.3

Matricial cumulants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

37

4 Conclusion and Future Work

4.1 The Cauchy transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2 The operator-valued Cauchy transform . . . . . . . . . . . . . . . . . . . . .

44
44
45

A Free Probability Theory

49

B Tables of Values
B.1 Unitary Weingarten functions . . . . . . . . . . . . . . . . . . . . . . . . . .
B.2 Orthogonal Weingarten functions . . . . . . . . . . . . . . . . . . . . . . . .

51
51
52

Bibliography

53

iv

Chapter 1
Introduction and Preliminaries
Let UN denote the group of N N unitary matrices, with the group operation that of matrix
multiplication. In other words, an N N complex matrix U UN if U U = U U = IN ,
where IN is the N N identity matrix and U is the conjugate transpose of U .
Viewing it as a subset of MN (C) the algebra of N N complex matrices with usual
matrix multiplication, it is common to endow UN with the corresponding subspace topology
so that UN is compact as a topological space. By Haars theorem, every locally compact
Hausdorff topological group has a unique (up to a positive multiplicative constant) lefttranslation-invariant measure and a unique (up to a positive multiplicative constant) righttranslation-invariant measure. When the group is compact, these two measures coincide and
we call it the Haar measure. This Haar measure is finite, therefore we can normalize it to a
probability measure the unique Haar probability measure on the compact group.
Definition 1.1. A random matrix is a matrix of given type and size whose entries consist
of random numbers from some specified distribution. In other words, a random matrix is a
matrix-valued random variable.
Definition 1.2. We equip the compact group UN with its Haar probability measure a
probability measure on UN which is invariant under multiplication from the left and multiplication from the right by any arbitrary N N unitary matrix. Random matrices distributed
according to this measure will be called Haar-distributed unitary random matrices. Thus the
expectation E over this ensemble is given by integrating with respect to the Haar probability
measure.

1.1
1.1.1

Expectation of products of entries

Integration formula for the unitary group

The expectation of products of entries (also called moments or matrix integrals) of Haardistributed unitary random matrices can be described in terms of a special function on the
1

permutation group. Since such considerations go back to Weingarten [23], Collins [5] calls
this function the (unitary) Weingarten function and denotes it by WgU .
Notation 1.3. Let Sn be the symmetric group on [n] = {1, 2, . . . , n}. As we shall see later,
for Sn and n N ,
Z
U
Wg (, N ) =
U11 Unn U1(1) Un(n) dU
UN


= E U11 Unn U1(1) Un(n) ,
where U is an N N Haar-distributed unitary random matrix, dU is the normalized Haar
measure, and WgU is called the (unitary) Weingarten function.
A crucial property of the Weingarten function WgU (, N ) is that it depends only on
the conjugacy class (in other words, the cycle structure) of the permutation . This will
be explained in more details in the next chapter. First, we introduce some notations by an
example.
Example 1.4. As mentioned above, WgU (, N ) depends only on the cycle structure of .
Therefore when a table of values is provided, the value of WgU (, N ) is usually given according to the cycle structure of . For example, WgU ([2, 1], N ) denotes the common value
of every S3 whose cycle decomposition consists of a transposition and a fixed point.
Suppose , , S3 such that = (1, 2) = (1, 2)(3), = (1, 3) = (1, 3)(2), and
= (1, 2, 3), then by the table of values (for some values) of the unitary Weingarten functions,
provided in appendix B, we have
WgU (, N ) = WgU (, N ) = WgU ([2, 1], N ) =
WgU (, N ) = WgU ([3], N ) =

(N 2

1
and
1)(N 2 4)

2
.
N (N 2 1)(N 2 4)

In the paper [9], a formula is given so that general matrix integrals over the unitary group
UN can be calculated as follows:
Theorem 1.5. Let U be an N N Haar-distributed unitary random matrix and n N ,
then


E Ui1 j1 Uin jn Ui01 j10 Ui0n jn0
X
0
0
=
i1 i0(1) in i0(n) j1 j(1)
jn j(n)
WgU (1 , N ), (1.1)
,Sn

where Uij denotes the ij th

(
1,
entry of U and ij =
0,

i=j
.
i 6= j

Remark 1.6.
1. Note that Notation
1.3 follows immediately from this theorem and thus

E U11 Unn U1(1) Un(n) is sometimes referred to as the integral representation of
WgU (, N ).
2. If n 6= n0 , then by the invariance of the Haar measure, we have
h
i
h
i
E Ui1 j1 Uin jn Ui01 j10 Ui0n0 jn0 0 = E Ui1 j1 Uin jn Ui01 j10 Ui0n0 jn0 0
for every C with || = 1.
i
h
Without loss of generality, assume n > n , then E Ui1 j1 Uin jn Ui01 j10 Ui0n0 jn0 0 =
h
i
0
nn E Ui1 j1 Uin jn Ui01 j10 Ui0n0 jn0 0 and thus the integral vanishes since it is impossi0

ble to have nn = 1 C with || = 1.

Notation 1.7. Let A = (aij )N
i,j=1 MN (C) be an N N complex matrix, we denote by Tr
(or TrN ) the non-normalized trace and tr (or trN ) the normalized trace:
Tr(A) :=

N
X

aii and tr(A) :=

i=1

N
1 X
1
aii = Tr(A).
N i=1
N

Example 1.8. (An application of Theorem 1.5)

Let U be an N N Haar-distributed unitary random matrix and B be an N N complex
matrix. We wish to compute E [U BU ], where E denotes expectation with respect to the
Haar measure.
Note that E [U BU ] denotes the matrix-valued expectation of the random matrix U BU .
In other words,
Z
N

E [U BU ] :=
(U BU )ij dU
,
UN

i,j=1

where dU is the normalized Haar measure.

Therefore we first compute the ij th entry of E [U BU ] and obtain
E [U BU ]ij
=

N
X

E[Uij1 Bj1 j2 (U )j2 j ]

j1 ,j2 =1

=
=

N
X
j1 ,j2 =1
N
X



Bj1 j2 E Uij1 Ujj2
Bj1 j2 ij j1 j2 WgU (e, N ) (by (1.1) with n = 1 and = = e)

j1 ,j2 =1
N
X

= ij

Bj1 j1 WgU ([1], N )

j1 =1

= ij

1
Tr(B)
N

= ij tr(B).
This allows us to conclude that E [U BU ] = tr(B)IN , where IN denotes the N N identity matrix.

1.1.2

Integration formula for the orthogonal group

The real analogue of a unitary matrix is an orthogonal matrix.

Definition 1.9. An orthogonal matrix is a square matrix with real entries whose rows and
columns are orthogonal unit vectors (i.e. orthonormal vectors). Equivalently, a matrix O is
orthogonal if its transpose is equal to its inverse: OT = O1 . The set of N N orthogonal
matrices forms a group ON , known as the orthogonal group.
The main focus of this report will be on the unitary group UN , but it is worth mentioning
that in the paper [9], the authors also defined a function WgO on S2n they called the orthogonal Weingarten function. Then they proved the following formula for integration with
respect to the Haar measure over the orthogonal group ON when n N :
Theorem 1.10. Let O be an N N Haar-distributed orthogonal random matrix, then
E [Oi1 j1 Oi2n j2n ]


i1 ip(1) i2n ip(2n) j1 jq(1) j2n jq(2n) WgO (p), q , (1.2)

p,qP2 (2n)


where P2 (2n) is the set of all pairings of [2n] = {1, 2, . . . , 2n} and WgO (p), q denotes the
pq th entry of the orthogonal Weingarten matrix (to be introduced in section 2.1).
Observe that, similar to the unitary case,
the moments of an odd number of factors

vanish. In other words, we always have E Oi1 j1 Oi2n+1 j2n+1 = 0 as the Haar measure is
invariant under the transformation 1 1. However, to fully understand (1.1) and (1.2),
we need some preliminaries on the constituent parts of the formulas, to be discussed in the
4

following sections.
It is also worth mentioning that the authors of [9] considered the case of integration over
the symplectic group in their paper as well, but for our purposes we will not discuss it in
this report.

1.2

Partitions and pairings

Definition 1.11. Let S be a finite totally ordered set. We call = {V1 , . . . , Vr } a partition
of the set S if and only if the Vi (1 i r) are pairwise disjoint, non-empty subsets of S
such that V1 Vr = S. We call V1 , . . . , Vr the blocks of .
Definition 1.12. For any integer n 1, let P(n) be the set of all partitions of [n]. If
n is even, then a partition P(n) is called a pair partition or pairing if each block of
consists of exactly two elements. The set of all pairings of [n] is denoted by P2 (n). For
any partition P(n), let #() denote the number of blocks of (also counting singletons).
Let Sn be the symmetric group on [n]. Given a permutation Sn , it is often convenient to consider the cycles of as a partition of [n], thus #() also denotes the number
of cycles in the cycle decomposition of (also counting fixed points) when is a permutation in Sn . This map Sn P(n) forgets the order of elements in a cycle and so is not a
bijection. Conversely, given a partition P(n), we put the elements of each block into
increasing order and consider this as a permutation. Restricted to pairings this is a bijection.
Definition 1.13. Let , be in P(n). The set P(n) is a finite partially ordered set (poset)
in which means each block of is completely contained in one of the blocks of (that
is, if can be obtained out of by refining the block structure). The partial order obtained
in this way is called the reversed refinement order.
Definition 1.14. Let P be a finite partially ordered set and let , be in P . If the set
U = { P | and } is non-empty and has a minimum 0 (that is, an element
0 U which is smaller than all the other elements of U ), then 0 is called the join of and
, and is denoted by .
To make use of formula (1.2), we need to address one more question: given two pairings
p and q, what is the relationship between the cycles of pq and the blocks of p q? First we
illustrate it with an example.

Example 1.15. If p, q P2 (8) such that p = (1, 2)(3, 5)(4, 8)(6, 7) and q = (1, 6)(2, 5)(3, 7)(4, 8).
Then pq = (1, 7, 5)(2, 3, 6)(4)(8) and p q = {{1, 2, 3, 5, 6, 7}, {4, 8}}. We notice that the cycles of pq appear in pairs in the sense that if (i1 , . . . , ik ) is a cycle of pq, then (q(ik ), . . . , q(i1 ))
is also a cycle of pq. This is not a coincidence as shown by the following lemma.
Lemma 1.16. (Lemma 2 in [16])
Let p, q P2 (n) be pairings and (i1 , i2 , . . . , ik ) a cycle of pq. Let jr = q(ir ). Then (jk , jk1 , . . . , j1 )
is also a cycle of pq, and these two cycles are distinct; {i1 , . . . , ik , j1 , . . . , jk } is a block of
p q and all are of this form; #(pq) = 2#(p q).
Proof. Since (i1 , i2 , . . . , ik ) is a cycle of pq, we have pq(ir ) = ir+1 , thus jr = q(ir ) = ppq(ir ) =
p(ir+1 ). Hence pq(jr+1 ) = pqq(ir+1 ) = p(ir+1 ) = jr . If {i1 , . . . , ik } and {j1 , . . . , jk } were to
have a non-empty intersection, then for some n, q(pq)n would have a fixed point, but this
would in turn imply that either p or q had a fixed point, which is impossible. Since {q(ir )}kr=1
= {js }ks=1 and {p(js )}ks=1 = {ir }kr=1 , {i1 , . . . , ik , j1 , . . . , jk } must be a block of p q. Since
every point of [n] is in some cycle of pq, all blocks must be of this form. Since every block
of p q is the union of two cycles of pq, we have #(pq) = 2#(p q).


This gives us a way to obtain the values of WgO (p), q (p and q are pairings) for given
p and q from the table of values (for some values) of the orthogonal Weingarten functions,
provided in appendix B: since the cycles of pq always appear in pairs, we choose one cycle
from
each pair

 of cycles (in other words, delete half of the cycles of pq), then the value of
O
Wg (p), q depends only on the cycle structure of the modified pq.
In the previous example where p = (1, 2)(3, 5)(4, 8)(6, 7), q = (1, 6)(2, 5)(3, 7)(4, 8), and
pq = (1, 7, 5)(2, 3, 6)(4)(8). We have


WgO (p), q = WgO ([3, 1], N )
2
=
.
(N 1)(N 2)(N 3)(N + 1)(N + 2)(N + 6)

Now let us see how formula (1.2) can be applied to calculate general matrix integrals over
the orthogonal group On .
Example 1.17. Suppose O is an N N Haar-distributed orthogonal random matrix where
N 2.
1. Integrands of type Oi1 j1 Oi2n j2n which do not have pairings integrate to zero. For
3
example, E [O11
O12 ] = E [O11 O11 O11 O12 ] = 0.
2
2
2. If Oi1 j1 Oi2 j2 Oi3 j3 Oi4 j4 = O11
O22
= O11 O11 O22 O22 , then the indexes only admit one
pairing, namely p = {{1, 2}, {3, 4}} and q = {{1, 2}, {3, 4}}.

Thus
 2 2


E O11
O22 = WgO ({{1, 2}, {3, 4}}), {{1, 2}, {3, 4}}
= WgO ([1, 1], N )
N +1
.
=
N (N 1)(N + 2)
4
= O11 O11 O11 O11 , then all pairings are admissible because
3. If Oi1 j1 Oi2 j2 Oi3 j3 Oi4 j4 = O11
all the indexes are the same, equal to 1. A similar computation shows that

 4
=
E O11

3(N + 1) 6
3
=
.
N (N 1)(N + 2)
N (N + 2)

Chapter 2
Weingarten Functions and
Jucys-Murphy Elements
In this chapter, we study some of the properties of Weingarten functions.

2.1

Gram matrices and Weingarten matrices

Let N be a positive integer. We define the unitary Gram matrix GUnN = GUnN (, ) ,Sn
by
1
GUnN (, ) = N #( ) ,


and let WgUnN = WgUnN (, ) ,Sn be the pseudo-inverse of GUnN . We call WgUnN the unitary Weingarten matrix.
Proposition 2.1. For any mn matrix A, there exists a unique nm matrix A+ , called the
Moore-Penrose pseudo-inverse (or simply pseudo-inverse) of A, satisfying all of the following
four criteria:
1. AA+ A = A;
2. A+ AA+ = A+ ;
3. (AA+ ) = AA+ ;
4. (A+ A) = A+ A.
Note that if A is invertible, then A+ = A1 .
Proof. First, if D is an m n (rectangular) diagonal matrix, then we define an n m matrix
D+ whose entries are
(
(Dii )1 , if Dii 6= 0 for i = 1, . . . , min{m, n}
(D+ )ij =
.
0,
otherwise
8

It is easy to check that D+ is the pseudo-inverse of D.

The existence of A+ then follows from the singular value decomposition theorem which
states that any m n matrix A has a factorization of the form A = U DV , where U is an
m m unitary matrix, D is an m n (rectangular) diagonal matrix with non-negative real
numbers on the diagonal, and V is the conjugate transpose of an n n unitary matrix V .
Let A+ = V D+ U and we can show that A+ is the pseudo-inverse of A:
1. AA+ A = U DV V D+ U U DV = U DD+ DV = U DV = A;
2. A+ AA+ = V D+ U U DV V D+ U = V D+ DD+ U = V D+ U = A+ ;
3. (AA+ ) = (U DV V D+ U ) = (U DD+ U ) = U (DD+ ) U = U DD+ U = U DV V D+ U
= AA+ ;
4. (A+ A) = (V D+ U U DV ) = (V D+ DV ) = V (D+ D) V = V (D+ D)V = V D+ U U DV
= A+ A.
To prove the uniqueness of A+ , suppose both B and C are n m matrices satisfying
all of the pseudo-inverse criteria, then AB = (AB) = B A = B (ACA) = B A C A =
(AB) (AC) = ABAC = AC. Similarly, we have BA = CA and therefore B = BAB =
BAC = CAC = C.


N
N
Analogously, we define the orthogonal Gram matrix GO
= GO
n
n (p, q) p,qP2 (2n) by
#(pq)
N
GO
,
n (p, q) = N
N
N
and the orthogonal Weingarten matrix WgO
as the pseudo-inverse of GO
n .
n

Example 2.2. Suppose n = 3 and N n, then

()
()
N3
2
(1, 2)
N2
(1, 3)
N2
=
(2, 3)
N
(1, 2, 3) N
(1, 3, 2) N

GU3 N

Since the determinant of GU3 N is

(1, 2) (1, 3) (2, 3) (1, 2, 3) (1, 3, 2)

N2
N2
N2
N
N
N3
N
N
N2
N2

N
N3
N
N2
N2
.
N
N
N3
N2
N2

N2
N2
N2
N3
N
N2
N2
N2
N
N3

N 6 (N 2

is invertible and we have WgU3 N = GU3 N

1
and N 3 by assumption, GU3 N
5
2
1) (N 4)

1

N2 2
N

1
1

2
2
(N 1)(N 4)
1

2
N

Therefore

1
N2 2
N
2
N
2
N
1

1
2
N
N2 2
N
2
N
1

1
2
N
2
N
N2 2
N
1

2
N
1
1
1
N2 2
N
2
N

2
N
1

N2 2
N

WgU (, N ) is the sum of entries of any row or column of WgU3 N . In

S3

particular, choosing the first row gives us

X
X
WgU (, N ) =
WgU3 N (e, )
S3

S3

 2

1
N 2 3N + 4
=
(N 2 1)(N 2 4)
N
1
=
.
N (N + 1)(N + 2)
Remark 2.3. Note that we implicitly used the fact that the elements in the first row of the
unitary Weingarten matrix WgUnN define the unitary Weingarten function WgU by
WgU (, N ) = WgUnN (e, ),
where Sn . This will be explained in more details in the following sections.
Moreover, the calculation above leads to the following known fact. We will state it as a
proposition here, to be proved later.
Proposition 2.4. For all k 1,

WgU (, N ) =

Sk

2.2

1
.
N (N + 1) (N + k 1)

Jucys-Murphy elements

Let n be a positive integer, then the group algebra C[Sn ] is an algebra (over C) with the
symmetric group Sn as a basis, with multiplication defined by extending the group multiplication linearly, and an involution defined by = 1 , Sn , and extended conjugate
linearly.

10

Definition 2.5. Let n be a positive integer. Consider the natural embedding C[S1 ]
C[S2 ] C[Sn ] , where elements of C[Sk ] act trivially on numbers greater than k.
The Jucys-Murphy elements J1 , J2 , . . . , Jn C[Sn ] are transposition sums defined by:
J1 = 0 and Jk = (1, k) + (2, k) + + (k 1, k) for 2 k n.

Remark 2.6.

1. The definition of J1 is a convenient convention.

2. For n 2, Jn commutes with C[Sn1 ]. Indeed, for every Sn1 , we have Jn 1 =

n1
n1
X
X
(i, n) 1 =
((i), n) = Jn . Therefore Jm Jn = Jn Jm for all m and n. This
i=1

i=1

implies that C[J2 , . . . , Jn ] is a commutative subalgebra of C[Sn ]. It is in fact a maximal commutative subalgebra known as the Gelfand-Zetlin subalgebra as shown by
Okounkov and Vershik in [20].
Next, we need the classical identity (see [13]).
Theorem 2.7. (Jucys) Let N be a positive integer, then
n
Y

(N + Jk ) =

N #() .

(2.1)

Sn

k=1

There are many ways to prove this identity. We will follow the one provided by ZinnJustin as Proposition 1 in [24], based on a standard inductive construction of permutations.
Proof. First, note that the right-hand side has n! terms and the left-hand side is equal to
(N + J1 )(N + J2 ) (N + Jn ), which also has n! terms after expanding the product. Our
proof will consist of a term by term identification by induction on n.
If n = 1, then the statement is trivial as both the left-hand side and the right-hand side
are equal to N . Assume the statement holds for all natural numbers less than or equal to
n 1 and consider a permutation Sn . The goal is to identify N #() with one of the
terms in the expansion of (N + J1 ) (N + Jn ). There are two cases:
1. If n is a fixed point of , then we apply the induction hypothesis to |{1,...,n1} Sn1 ,
and we know that N #(|{1,...,n1} ) |
corresponds to one term in (N +J ) (N +
{1,...,n1}

Jn1 ). Furthermore, since has one more cycle than |{1,...,n1} , we can identify N #()
with the term in (N + J ) (N + J ) with the same choice as N #(|{1,...,n1} ) |
1

{1,...,n1}

in the first n 1 factors, and we further pick the multiplication by N in N + Jn .

11

2. Suppose n is not a fixed point.

First, we notice that if = (other cycles of )( 1 (n), n, (n), . . . ), then ( 1 (n), n) =
(other cycles of )( 1 (n), (n), . . . )(n), and thus we can apply the induction hypothesis to (( 1 (n), n))|{1,...,n1} Sn1 . Since has as many cycles as (( 1 (n), n))|{1,...,n1} ,
we can identify N #() with the term in (N + J1 ) (N + Jn ) with the same choice as
1
N #((( (n),n))|{1,...,n1} ) (( 1 (n), n))|{1,...,n1} in the first n 1 factors, and we further
pick the transposition ( 1 (n), n) inside N + Jn .
The proof is completed.
This theorem will play an important role in our study of the unitary Weingarten functions. First, we review some relevant concepts.

2.3

The group algebra C[Sn]

Let C[Sn ] be the group algebra with the symmetric group Sn as a basis.
If A(Sn ) is the algebra of all complex-valued functions on Sn with multiplication given
by the convolution
X
f ()g( 1 ), (f, g A(Sn ), Sn ),
(f g)() =
Sn

then C[Sn ] is isomorphic as a complex algebra to A(Sn ), via the map

: C[Sn ] A(Sn ),
7 ,
(
1, =
where : Sn C is the function defined by () =
.
0, 6=
It is easily checked that for any 1 , 2 Sn , 1 2 = 1 2 under this map:
X
(1 2 )() =
1 ( )2 ( 1 )
Sn

= 1 (1 )2 (11 )
= 2 (11 )
= 1 2 (), Sn .

In general, if a =
Since a0 () =

C[Sn ] where C, then a 7 a0 =

S!
n

under .

Sn

() = , a is sent to the function a0 that maps to .

Sn

12

Moreover, if b =

C[Sn ] where C, then b 7 b0 =

Sn

under and so

Sn

!
X

ab =

!
X

Sn

Sn

, Sn

!
=

Sn

Sn

!
Therefore ab 7 (ab)0 =

Sn

Sn

as an element in A(Sn ) and thus

(
(ab)0 () =
=

!
X

Sn

Sn

()

Sn

a0 ( )b0 ( 1 )

Sn
0

= (a b0 )(), Sn .
Under this isomorphism, we may pass easily between C[Sn ] and A(Sn ). For simplicity,
we will denote both C[Sn ] and A(Sn ) by C[Sn ] in the following sections and it should be
clear from context which algebra we refer to.
X
Now, note that the right-hand side of (2.1) is
N #() C[Sn ]. It is sent to
Sn
!
X
X
N #() A(Sn ) under the map . Since
N #() () = N #() , this means
Sn

Sn

#()

is sent to the function that maps to N #() . If we let G A(Sn ) be the

Sn

function G() = N

#()

, then (2.1) becomes

n
Y

(N + Jk ) = G.

k=1

2.4

Group representation theory

In this section, we briefly review some concepts from group representation theory that will
be used later in this report. There might be more information than actually needed, it will
be a good introduction of the subject nevertheless.

13

2.4.1

Basic definitions

We begin with some basic definitions.

Definition 2.8. A representation of a group G on a vector space V over a field K is a
group homomorphism from G to GL(V ), the general linear group on V . In other words, a
representation is a map : G GL(V ) such that (g1 g2 ) = (g1 )(g2 ), for all g1 , g2 G.
Definition 2.9. Let : G GL(V ) be a representation.
1. Let V be an n-dimensional vector space and K = C. If we pick a basis of V , then
every linear map corresponds to a matrix, so we get an isomorphism GL(V )
= GLn (C)
(dependent on the basis). The representation now becomes a homomorphism
: G GLn (C),
and the number n is called the dimension (or the degree) of the representation.
2. The trivial representation of G assigns to each element of G the identity map on V .
3. If is injective, then we say is a faithful representation. In other words, different
elements g of G are represented by distinct linear mappings (g) and thus ker() = {e}.
4. A subrepresentation of is a vector space W V such that
(g)(x) W g G and x W.
This means that every (g) defines a linear map from W to W , i.e. we have a representation of G on the subspace W and we call W an invariant subspace of .
If we pick a basisof a subrepresentation
W and extend it to V , then for all g G, (g)


takes the form

where the top-left block is a dim(W ) dim(W ) matrix.
0

Thus, this block gives the matrix for a representation of G on W .

5. If has exactly two subrepresentations, namely the 0-dimensional subspace and V
itself, then the representation is said to be irreducible. If it has a proper subrepresentation of non-zero dimension, the representation is said to be reducible. Note that
the representation of dimension 0 is considered to be neither reducible nor irreducible
and any 1-dimensional representation is irreducible.
6. Let G = Sn , if
: 7 1
7 1
for all even permutations and odd permutations , then is called the sign representation, i.e. () is simply multiplication by sgn() for each Sn .
14

7. Let G = Sn and V be an n-dimensional vector space with standard basis {e1 , . . . , en }.

Then we have the permutation representation ()(ei ) = e(i) , Sn .
For example, suppose G = S3 , then we have, in matrix forms,

0 1 0
1 0 0
((1, 2)) = 1 0 0 and ((2, 3)) = 0 0 1 .
0 0 1
0 1 0
In other words, is a permutation representation if (g) is a permutation matrix for
all g G.
8. The character of the representation is the function
: G K
g 7 Tr((g)).
Note that if g1 and g2 are conjugate in G, then (g1 ) = (g2 ) since trace is constant
under conjugation, so we can view as a function on the conjugacy classes of G.

2.4.2

The regular representation

Recall that C[Sn ] is the algebra of all complex-valued functions on Sn . It has a basis { }Sn ,
where is the function sending to 1 C and all other group elements to 0 C.
Given a function f : Sn C and an element Sn , the left regular representation ( )
is defined by
( ) : f 7 ( )f
on the basis element , where (( )f )() = f ( 1 ) for all Sn .
Similarly, the right regular representation ( ) sends the function f to ( )f on the
basis element , where (( )f )() = f () for all Sn .
Now, if G C[Sn ] is the function G() = N #() , it can be seen that the unitary Gram
matrix GUnN is the matrix of G acting in either the left or right regular representation of
C[Sn ], with standard basis { }Sn . If GUnN is invertible, then G is invertible in C[Sn ] and
we let the inverse of G be WgU , the unitary Weingarten function.

2.4.3

Maschkes theorem

Let V and W be two vector spaces over C. Recall that the direct sum V W is the vector
space of all pairs (x, y) such that x V and y W . Its dimension is dim(V ) + dim(W ).

15

Suppose G is a group and we have representations

V : G GL(V ),
W : G GL(W ).
Then there is a representation V W of G on V W given by
V W : G GL(V W ),
V W (g) : (x, y) 7 (V (g)(x), W (g)(y)) .
Moreover, suppose dim(V ) = n and dim(W ) = m. We can choose a basis {a1 , . . . , an } for
V , and {b1 , . . . , bm } for W , then the set
{(a1 , 0), . . . , (an , 0), (0, b1 ), . . . , (0, bm )}
is a basis for V W . For all g G,
 V (g) GLn (C),W (g) GLm (C), and V W is given
V (g)
0
by the (n + m) (n + m) matrix
under the induced basis on V W .
0
W (g)
A matrix of this form is called block-diagonal.
Remark 2.10. Suppose : G GL(V ) is a representation. Note that
1. If V = W U , then the subspace {(x, 0) | x W } W U is a subrepresentation
and it is isomorphic to W . Similarly, the subspace {(0, y) | y U } is isomorphic to U .
The intersection of these two subrepresentations is {0}.
2. If W V and U V are subrepresentations such that W U = {0} and dim(W ) +
dim(U ) = dim(V ), then V
= W U.
This raises the following question: suppose : G GL(V ) is a representation and W
V is a subrepresentation, is there another subrepresentation U V such that V = W U ?
It turns out the answer to this question is always yes, and U is called a complementary
subrepresentation to W . This is known as Maschkes theorem. It is an important theorem in
group representation theory and the proof can be found in most of the graduate level algebra
texts (see, e.g. [10]). We will state the theorem here and omit the proof.
Theorem 2.11. (Maschkes theorem)
Let : G GL(V ) be a representation and W V be a subrepresentation. Then there
exists a complementary subrepresentation U V to W .
This leads to the following result, called the complete reducibility theorem.

16

Corollary 2.12. Every complex representation of a finite group can be written as a direct
sum
W1 W2 Wr
of subrepresentations, where each Wi is irreducible.
Proof. Let G be a finite group and V be a representation of G of dimension n. If V is
irreducible, then the statement holds trivially. If not, V contains a proper subrepresentation
W V , and by Maschkes theorem, V = W U for some other subrepresentation U .
Both W and U have dimension less than n. If they are both irreducible, the proof is
complete. If not, at least one of them contains a proper subrepresentation, so it splits as a
direct sum of smaller representations. Since n is finite, this process will terminate in a finite
number of steps.
Definition 2.13. If a representation can be decomposed as a direct sum of irreducible subrepresentations, then it is said to be completely reducible.

2.4.4

Artin-Wedderburn theorem

The Artin-Wedderburn theorem is a classification theorem for semisimple rings and semisimple algebras. For our purposes, we only need the following corollary.
Corollary 2.14. Let G be a finite group, then
M
C[G]
Mni (C),
=
i

where the direct sum is indexed by (all of ) the irreducible representations of G and ni is the
dimension of the ith irreducible representation.

2.5

Young tableaux

In this section, we explore a connection between representations of the symmetric group Sn

and combinatorial objects called Young tableaux.

2.5.1

Basic definitions

Definition 2.15. A partition of a positive integer n is a sequence of positive integers

= (1 , 2 , . . . , r ) satisfying 1 2 r > 0 and n = 1 + 2 + + r .
We write ` n to denote that is a partition of n.

17

Definition 2.16. A Young diagram is an array of boxes arranged in left-justified rows, with
the row sizes weakly decreasing (i.e. non-increasing). The Young diagram associated to the
partition = (1 , 2 , . . . , r ) is the one that has r rows, with i boxes in the ith row.
Example 2.17. The number 4 has five partitions: (4), (3, 1), (2, 2), (2, 1, 1), (1, 1, 1, 1)
and the associated Young diagrams are

It is clear that there is a one-to-one correspondence between partitions and Young diagrams.
Definition 2.18. Suppose ` n. A Young tableau T of shape is an assignment of the
numbers {1, 2, . . . , n} to the n boxes of the Young diagram associated to such that each
number occurs exactly once.
For example, here are all the Young tableaux corresponding to the partition (2, 1):
1 2
3

1 3
2

2 1
3

2 3
1

3 1
2

3 2
1 .

Definition 2.19. A standard Young tableau T of shape , denoted by SYT(), is a Young

tableau whose entries are increasing along each row (to the right) and each column (downwards).
The only two standard Young tableaux for (2, 1) are
1 2
3

and

1 3
2 .

Definition 2.20.
1. A skew shape is a pair of partitions (, ) such that the Young
diagram of contains the Young diagram of , it is denoted by /.
18

2. The skew diagram of a shew shape / is the set-theoretic difference of the Young
diagrams and : the set of squares that belong to the diagram of but not to that
of .
3. A skew tableau of shape / is obtained by filling the squares of the corresponding
skew diagram.
For example, the following is a skew tableau of shape (5, 4, 2, 2)/(3, 1):
1 7
9 6 2
5 4
3 8
.

2.5.2

The irreducible representations of Sn

Representations are often used to characterize finite groups. In this report, we are mostly
interested in the symmetric group Sn . By Corollary 2.12, we know that every representation
of Sn can be decomposed as a direct sum of a finite number of irreducible representations,
but the corollary does not tell us the number of distinct irreducible representations of a
given group and their dimensions. The answer to the first question is given by the following
theorem, sometimes called the completeness of irreducible characters.
Theorem 2.21. The number of irreducible representations of a finite group is equal to the
number of conjugacy classes of that group.
The proof of this theorem is beyond the scope of this report and we refer to [11] for those
who are interested.
Since we focus on Sn , we want to know the number of conjugacy classes and then classify
all representations of Sn . Let us take a look at S3 first.
Definition 2.22. The standard representation of a symmetric group on [n] = {1, 2, . . . , n}
is an irreducible representation of dimension n 1 (over a field whose characteristic does not
divide n!) defined in the following way:
Take the permutation representation of Sn as defined in Definition 2.9 and look at the
(n 1)-dimensional subspace of vectors whose sum of coordinates in the basis is zero. The
representation restricts to an irreducible representation of dimension n 1 on this subspace.
This is the standard representation.

19

Example 2.23. Since S3 has three conjugacy classes, it has three irreducible representations:
1. One of them is the trivial representation which is on C and acts by () = for S3
and C.
2. Another one is the alternating representation (or sign representation) which is also on
C, but acts by () = (sgn()) for S3 and C.
3. The third one is the standard representation and it is on the subspace


(z1 , z2 , z3 ) C3 | z1 + z2 + z3 = 0
acting by ((z1 , z2 , z3 )) = (z(1) , z(2) , z(3) ) for S3 and (z1 , z2 , z3 ) C3 .
These are the only irreducible representations of S3 . Let be a representation of S3 and
triv , alt , and std denote the trivial, alternating, and standard representations respectively.
Then for any S3 , () = atriv () balt () cstd (), where a, b, and c are values
determined by . The dimensions of triv (), alt (), and std () are 1, 1, and 2 respectively.
Note that for n > 3, there are more irreducible representations than just these three and
it turns out that the number of conjugacy classes of Sn is the number of ways of writing n
as a sum of a sequence of non-increasing positive integers.
Proposition 2.24. The conjugacy classes of Sn correspond to the partitions of n.
Proof. The conjugacy classes of Sn are uniquely determined by the cycle type of their elements and each class contains only one cycle type. Thus, there is a bijection between each
conjugacy class of Sn and a partition of n into the cycle type of that class.
Therefore the number of irreducible representations of Sn is same as the number of Young
diagrams corresponding to the partitions of n. For example, there are five irreducible representations of S4 according to Example 2.17.
The dimension of each irreducible representation of Sn corresponding to a partition of
n is equal to the number of different standard Young tableaux that can be obtained from
the Young diagram of the representation.
Example 2.25. One of the partitions of 4 is = (2, 1, 1) with associated Young diagram

20

There are three standard Young tableaux of shape , namely

1 2
3
4 ,

1 3
2
4 ,

and

1 4
2
3 .

Therefore the irreducible representation of S4 that corresponds to the partition (2, 1, 1) is

3-dimensional.
Alternatively, we have a direct formula for the dimension of an irreducible representation
of Sn , known as the hook-length formula:
To each box in the Young diagram associated to , we assign a number called the hooklength. The hook-length for a box is calculated by taking the number of boxes in the same
row to the right of it plus the number of boxes in the same column below it plus one (for
the box itself).
Let h be the product of all hook-lengths in the Young diagram, then the dimension of
n!
the irreducible representation corresponding to is .
h
In the previous example where n = 4 and = (2, 1, 1), if we label each box of the
associated Young diagram with its hook-length, we have
4 1
2
1 .
4!
Therefore the corresponding irreducible representation of S4 has dimension
= 3 as ex8
pected.

2.6

Some properties of unitary Weingarten functions

We are now ready to discuss and prove some of the properties of unitary Weingarten functions.

2.6.1

The invertibility of G

Recall that

n
Y

(N +Jk ) = G, where Jk C[Sn ] are the Jucys-Murphy elements and G C[Sn ]

k=1

is the function G() = N #() . Since every permutation in Sn can be written as a permutation matrix an n n matrix created by rearranging the rows and/or columns of the n n
21

identity matrix, and this extends linearly to C[Sn ], we can define a matrix norm on C[Sn ].
Let A be an n n matrix, there arepmany ways to assign a matrix norm to A. We
will use the spectral norm where kAk = max{ | is an eigenvalue of A A}. Under this
norm, kk = kA k = 1 for every permutation matrix A corresponding to the permutation
Sn . In particular, k(r, s)k = 1 for every transposition (r, s) Sn and thus
kJk k = k(1, k) + + (k 1, k)k
k(1, k)k + + k(k 1, k)k
= k 1.
1

It is known that if kxk < 1, then (1 + x) is invertible with (1 + x)

(1)k xk .

k=0

Therefore if we assume n N , then k N if k n and so k 1 < N , which implies N + Jk

k1
kJk k

< 1.
is invertible since N + Jk = N (1 + N 1 Jk ) and kN 1 Jk k =
N
N
n
Y
This holds for all k = 1, . . . , n and thus G =
(N +Jk ) is invertible in C[Sn ] when n N .
k=1

2.6.2

Proof of Proposition 2.4

When n N , we have G1 = WgU C[Sn ]. Let triv be the trivial representation of Sn ,

i.e. triv () = 1 for all Sn , then triv (Jk ) = triv ((1, k) + + (k 1, k)) = k 1. If we
apply triv to both sides of (2.1), we have
!
n
Y
triv
(N + Jk ) = triv (G)

k=1
n
Y

(N + k 1) = triv (G)

k=1
n
Y

(N + k 1)1 = (triv (G))1 = triv (G1 ) = triv WgU .

k=1

Note that every f C[Sn ] can be written as f =

f () .

Sn

Therefore
!
X

triv (f ) = triv

f ()

Sn

f ()triv ( )

Sn

f (),

Sn

22

and thus

n
Y

(N + k 1)1 =

WgU (, N ).

Sn

k=1

This proves part of Proposition 2.4, i.e.

WgU (, N ) =

Sn

1
N (N + 1) (N + n 1)

when n N .
If n > N , then WgUN is the pseudo-inverse of GUN and as functions in C[Sn ], we have
GWgU G = G.
Therefore


triv (G) = triv GWgU G


= triv (G)triv WgU triv (G) (since triv is a representation)


= (triv (G))2 triv WgU (since triv is 1-dimensional)


triv WgU = (triv (G))1 (since triv (G) 6= 0)
n
Y
(N + k 1)1 ,
=
k=1

which is same as before when n N . This proves Proposition 2.4 completely.

2.6.3

Asymptotics of WgU

Consider the length function | | on Sn , where || ( Sn ) is the minimal non-negative

integer l such that can be written as a product of l transpositions. In the paper [9], the
authors showed the asymptotic estimate
WgU (, N ) = O(N n|| ).
We will show this result using Theorem 2.7 (Jucys).
When n N , G is invertible with G1 = WgU , therefore
n
Y
(N + Jk )1
WgU =
k=1
n

=N

(1 + N 1 J1 )1 (1 + N 1 Jn )1 .

Since kN 1 Jk k < 1 for all k n,

N n WgU =
=

!
(1)k1 (N 1 J1 )k1

k1 =0

(N )l

l=0

!
(1)kn (N 1 Jn )kn

kn =0

J1k1 Jnkn .

k1 ,...,kn 0
k1 ++kn =l

23

Note that J1k1 Jnkn is a linear combination of permutations of length at most k1 + +kn .
Therefore for any Sn , does not appear in any of the sums
X
J1k1 Jnkn
k1 ,...,kn 0
k1 ++kn =l

when l < ||. This implies N n WgU (, N ) = O(N || ).

Now for any Sn , one knows that || = n #() (see, e.g. Proposition 23.11 in [18]),
thus
WgU (, N ) = O(N 2n+#() ),
which implies the asymptotic decay
WgU (, N )

2.7

1
N 2n#()

as N .

Additional properties of unitary Weingarten functions

In this section, we discuss some additional properties and examples involving unitary Weingarten functions. The proofs will be omitted but references will be given for those who are
interested.

Explicit formulas for G and WgU

2.7.1

By the isotypic decomposition, the left (or right) regular representation of C[Sn ] can be
decomposed as
M
(dim)V ,
`n

where V is the irreducible representation associated with and dim denotes its dimension.
Therefore when the unitary Weingarten function WgU was first introduced as a function
on Sn (see, e.g. Theorem 2.1 in [5] or Proposition 2.3 in [9]), it was defined as a sum in terms
of irreducible characters of Sn over the partitions of n. We shall briefly review the definition
here.
First, recall that if f and g are two functions in C[Sn ], we denote by the classical
convolution operation
X
X
(f g)() =
f ()g( 1 ) =
f ( 1 )g( ).
Sn

Sn

24

(
1, = e
Let e C[Sn ] be the function defined by e () =
. It can be easily checked
0, 6= e
that f e = e f = f for all f C[Sn ]. The inverse function of f with respect to , if it
exists, is denoted by f (1) and it satisfies f f (1) = f (1) f = e . We have the following
definition.
Let Z (C[Sn ]) be the center of C[Sn ]:
Z (C[Sn ]) = {h C[Sn ] | h f = f h (f C[Sn ])} .

For the unitary group UN , we define the element GU (, N ) in Z (C[Sn ]) by

GU (, N ) = N #() , Sn .

Note that we previously denoted GU (, N ) simply by G. Now if = (1 , 2 , . . . , r ) is

a partition of n, we write l() for the length r of , then G can be expanded in terms of
irreducible characters of Sn as follows:
G=

1 X
f C (N ) ,
n! `n

(2.2)

where f is the dimension of the irreducible representation associated with and C (N ) is

the polynomial in N given by
l() i
Y
Y
C (N ) =
(N + j i).
i=1 j=1

The unitary Weingarten function WgU (, N ) on Sn is defined by

WgU (, N ) = WgU =

1 X f
,
n! `n C (N )

(2.3)

summed over all partitions of n. It is the pseudo-inverse element of G, i.e. the unique
element in Z (C[Sn ]) satisfying
G WgU G = G.

25

In particular, unless N {0, 1, 2, . . . , (n 1)}, functions G and WgU are inverses

of each other and satisfy
G WgU = WgU G = e .

Example 2.26. Consider S3 . First note that for each partition , the irreducible character
depends only on the conjugacy class, thus the unitary Weingarten function WgU has this
property as well.
Since S3 has three conjugacy classes: the class of the identity e, the class of the transposition (1, 2), and the class of the single cycle (1, 2, 3). These three conjugacy classes
correspond to the three partitions (1, 1, 1), (2, 1), and (3) of the number 3, with associated
Young diagrams

and

Therefore
WgU ([1, 1, 1], N ) = WgU (e, N ),
WgU ([2, 1], N ) = WgU ((1, 2), N ) = WgU ((1, 3), N ) = WgU ((2, 3), N ), and
WgU ([3], N ) = WgU ((1, 2, 3), N ) = WgU ((1, 3, 2), N ).

To compute these values, it is enough to evaluate WgU at the representative elements

e, (1, 2), and (1, 2, 3) using equation (2.3). First, we compute the character table of S3
using the Murnaghan-Nakayama Rule (see, e.g. [21] for more details). The method gives a
combinatorial way of computing the character table of any symmetric group Sn . It has the
following steps:
1. Since the characters of a group are constant on its conjugacy classes, we index the
columns of the character table by the three partitions of 3. Moreover, by Theorem 2.21,
there are precisely as many irreducible characters as conjugacy classes, so we can also
index the irreducible characters by the partitions. We index the rows of the character
table by the associated Young diagrams:
(1, 1, 1)

(2, 1)

(3)

26

2. We now calculate the entry in row ( denotes a Young diagram) and column (
denotes a partition). Let 1 , 2 , . . . be the parts of in decreasing order. Drawing as
a Young diagram, define a filling of with content to be a way of writing a number
in each square of such that the numbers are weakly increasing along each row (to
the right) and each column (downwards) and there are exactly i squares labeled i for
each i.
3. Consider all fillings of with content such that for each label i, the squares labeled
i form a connected skew tableau that does not contain a 2 2 square. (A skew tableau
is connected if the graph formed by connecting horizontally or vertically adjacent
squares is connected.) Such a tableau is called a border-strip tableau, with each label
representing a border-strip. For the purpose of illustrating how this method works,
suppose we are trying to calculate the entry for = (3, 2) and = (2, 2, 1) in the
character table of S5 , then
1 1 3
2 2 ,

1 2 3
1 2 ,

and

1 2 2
1 3

are the only three border-strip tableaux that are fillings of = (3, 2) with content
= (2, 2, 1).
4. For each label in the border-strip tableau, define the height of the corresponding borderstrip to be one less than the number of rows of the border-strip. We then define the
weight of the border-strip tableau to be (1)s where s is the sum of the heights of the
border-strips that compose the tableau. Finally, the entry in the character table is the
sum of all the weights of the possible border-strip tableaux. For example, the three
border-strip tableaux of = (3, 2) with = (2, 2, 1), as shown above, have weights 1,
1, and -1 respectively, for a total weight of 1. Therefore the corresponding entry in the
character table of S5 is 1.
Using this method, we can easily compute the character table of S3 :
(1, 1, 1) (2, 1)

(3)

-1

1 .

2
1

0
1

-1
1

Now for S3 , the three irreducible representations, as shown earlier, are

1 = (1, 1, 1) =

2 = (2, 1) =
27

and 3 = (3) =

The corresponding dimensions can be calculated using the hook-length formula. We have
f 1 = 1, f 2 = 2, and f 3 = 1. Moreover,
C1 (N ) = N (N 1)(N 2),
C2 (N ) = N (N + 1)(N 1),
C3 (N ) = N (N + 1)(N + 2).
Therefore by equation (2.3), we have
1. WgU ([1, 1, 1], N )
U
= Wg
 (e, N )

1
1
4
1
=
+
+
6 N (N 1)(N 2) N (N + 1)(N 1) N (N + 1)(N + 2)
N2 1
,
=
N (N 2 1)(N 2 4)
2. WgU ([2, 1], N )
U
= Wg
 ((1, 2), N )

1
1
1
=
+
6 N (N 1)(N 2) N (N + 1)(N + 2)
1
=
, and
2
(N 1)(N 2 4)
3. WgU ([3], N )
U
= Wg
 ((1, 2, 3), N )

1
2
1
1
+
+
=
6 N (N 1)(N 2) N (N + 1)(N 1) N (N + 1)(N + 2)
2
=
.
2
N (N 1)(N 2 4)

2.7.2

Character expansion of WgU


It is known that the set `n of irreducible characters of Sn forms a basis of the center
Z (C[Sn ]) of the group algebra C[Sn ].
Definition 2.27. If f Z (C[Sn ]) is a central function, then the expression
X
f=
f ()
`n

of f with respect to the character basis of Z (C[Sn ]) is called the character expansion of f
(see, e.g. [19] for more details).

28

Definition 2.28.
1. Let  be a square in a Young diagram ` n. The content of ,
denoted c(), is defined to be the column index of  minus the row index of .
2. Given a Young diagram ` n, let H denote the product of hook-lengths of .
1 Y
3. Let s (1N ) =
(N + c()).
H 
In the paper [19], the author proved the following character expansion of WgU C[Sn ].
We will only state the theorem. The proof, and some other properties, can be found in
section 3 of [19].
Theorem 2.29. (Theorem 3.2 in [19])
The character expansion of WgU C[Sn ] is
WgU =

H2 s (1N )
`n

(2.4)

It can be easily checked that, using this theorem, evaluating WgU at any S3 would
produce the same result as the previous example.

29

Chapter 3
Integration over the Unitary Group
and Applications
The main goal of this chapter is to discuss how Theorem 1.5 can be used to solve various
problems in random matrix theory.
Recall that in Theorem 1.5, a formula is given so that general matrix integrals


E Ui1 j1 Uin jn Ui01 j10 Ui0n jn0

(3.1)

can be calculated as a sum of unitary Weingarten functions over the symmetric group Sn ,
where U is an N N Haar-distributed unitary random matrix, E denotes expectation with
respect to the Haar measure, and n N .
Expressions of the form (3.1) appear very naturally in random matrix theory. The reason
for this is that quite many random matrix ensembles are invariant under unitary conjugation,
i.e. X is unitarily invariant if the joint distribution of its entries is unchanged when we
conjugate X by an independent unitary matrix. As a result, expressions similar to
E [Tr (X1 U 1 X2 U 2 Xn U n )]

(3.2)

are quite common in random matrix theory, where X1 , . . . , Xn are N N random matrices
and 1 , . . . , n {1, }.
We will show by examples that the calculation of (3.2) can be reduced to the calculation
of (3.1). First, we introduce some notations.
Notation 3.1. Let Sn be the symmetric group on {1, . . . , n}, n 1.
1. Let be a permutation in Sn , then for any n-tuple X = (X1 , . . . , Xn ) of N N
complex matrices
!
Y
Y
Tr (X ) = Tr (X1 , . . . , Xn ) :=
Tr
Xj ,
CC()

jC

where C() is the set of all the disjoint cycles of (including fixed points).
30

2. Let n denote the cyclic permutation

n = (1, 2, . . . , n) Sn
of order n.
3. Let MN (C) be the algebra of N N complex matrices, we use {Ea,b }1a,bN as a basis
where
(Ea,b )ij = (a,b),(i,j) = a,i b,j .
In other words, Ea,b is the N N basis matrix whose entries are all 0 except for the
entry at row a and column b, which is 1. It has the property that
Tr(XEa,b ) =

N
X
(XEa,b )ii = (XEa,b )bb = Xba
i=1

for every X MN (C).

3.1

Unitarily invariant random matrices

Definition 3.2. Let X = (X1 , . . . , Xn ) be an n-tuple of N N random matrices, we say X

is invariant under unitary conjugation if (X1 , . . . , Xn ) and (U X1 U , . . . , U Xn U ) are identically distributed for any independent N N unitary matrix U .
For two sequences i = (i1 , . . . , in ) and i 0 = (i01 , . . . , i0n ) of positive integers and for a
permutation Sn , we put
n
Y
0
(i , i ) =
ik i0(k) .
k=1

Under this notation, Theorem 1.5 becomes

X


E Ui1 j1 Uin jn Ui01 j10 Ui0n jn0 =
(i , i 0 ) (j , j 0 )WgU (1 , N ),

(3.3)

,Sn

where U is an N N Haar-distributed unitary random matrix and n N .

Now, suppose W is an N N Hermitian (i.e. W = W ) random matrix that is invariant
under unitary conjugation. For expressions of the form
E [Wi1 j1 Wi2 j2 Win jn ]
where n N , we expect to have a formula that is closely related to (3.3). This is shown in
the following theorem.

31

Theorem 3.3. (Theorem 3.1 in [8])

Let W be as announced and n N , then
X
E [Wi1 j1 Wi2 j2 Win jn ] =
(i, j)WgU (1 , N )E [Tr (W)] .

(3.4)

,Sn

Proof. For the remainder of this section, unless otherwise specified, all matrices are assumed
to have size N N .
We will give two proofs. The first proof is a direct computation using the assumption
that W is invariant under unitary conjugation.
Let U be a Haar-distributed unitary random matrix that is independent from W and let
V = U W U , then
E [Wi1 j1 Wi2 j2 Win jn ] = E [Vi1 j1 Vi2 j2 Vin jn ] .

Note that for each k where 1 k n, we have

E [Vik jk ] = E [(U W U )ik jk ]
=

N
X



E Uik lk Wlk mk Ujk mk .

lk ,mk =1

Therefore
E [Vi1 j1 Vi2 j2 Vin jn ]
=

N
X



E Ui1 l1 Uin ln Uj1 m1 Ujn mn E [Wl1 m1 Wln mn ]

l1 ,...,ln ,
m1 ,...,mn =1

N
X

(i , j ) (l , m)WgU (1 , N )E [Wl1 m1 Wln mn ]

l1 ,...,ln , ,Sn
m1 ,...,mn =1

(i , j )WgU (1 , N )

,Sn

X
,Sn

N
X

h
i
E Wl1 l1 (1) Wln l1 (n)

l1 ,...,ln =1

(i , j )WgU (1 , N )E [Tr 1 (W )] , where W = (W, . . . , W )

| {z }
n

(i , j )Wg ( , N )E [Tr (W )] (see Proposition 3.4 below).

,Sn

Alternatively, we can apply the spectral theorem for unitarily invariant random matrices
which states that every Hermitian random matrix W that is unitarily invariant has the same
distribution as U DU , where
32

1. U is a Haar-distributed unitary random matrix,

2. D is a diagonal random matrix whose eigenvalues have the same distribution as those
of W , and
3. U and D are independent.
This is a useful theorem in random matrix theory and we refer to the appendix section
of [6] for a proof.
Now, every matrix entry Wij has the same distribution as
N
X

Uir Drr Ujr ,

r=1

where U and D are as described above. It follows that

E [Wi1 j1 Wi2 j2 . . . Win jn ]
!
" N
X
=E
Ui1 r1 Dr1 r1 Uj1 r1
N
X

Ui2 r2 Dr2 r2 Uj2 r2

r2 =1

r1 =1

N
X

N
X

!#
Uin rn Drn rn Ujn rn

rn =1



E [Dr1 r1 Dr2 r2 Drn rn ] E Ui1 r1 Ui2 r2 Uin rn Uj1 r1 Uj2 r2 Ujn rn

r1 ,r2 ,...,rn =1

N
X

E [Dr1 r1 Dr2 r2 Drn rn ]

r1 ,r2 ,...,rn =1

(i , j ) (r , r )WgU (1 , N )

,Sn
N
X

(i , j )WgU (1 , N )

,Sn

(r , r )E [Dr1 r1 Dr2 r2 Drn rn ]

r1 ,r2 ,...,rn =1

(i , j )WgU (1 , N )E Tr (D, . . . , D)
| {z }
,Sn
n

X
=
(i , j )WgU (1 , N )E Tr (U DU , . . . , U DU )
{z
}
|
,Sn
n
X
=
(i , j )WgU (1 , N )E [Tr (W )] , where W = (W, . . . , W ).
| {z }
=

,Sn

Proposition 3.4. Note that

1. WgU is in the center of C[Sn ] (see, e.g. section 2.7 or [5]), i.e. it commutes with any
function f defined on Sn , and

33

2. when W = (W, . . . , W ) (i.e. W1 = W2 = = Wn = W ), Tr (W) = Tr 1 (W) for

| {z }
n

all Sn .

Therefore formula (3.4) can be written as a double convolution over Sn as

X
E [Wi1 j1 Wi2 j2 . . . Win jn ] =
(i, j)WgU (1 , N )E [Tr (W)]
,Sn

E [Tr 1 (W)] WgU (1 , N ) (i, j)

,Sn



= E [Tr(W)] WgU (i, j) (e).
Example 3.5. For each 1 i N and n 1, suppose i1 = i2 = = in = i = j1 = j2 =
= jn , then (i , j ) = 1 for all Sn and thus
X
WgU (1 , N )E [Tr (W )]
E [Wiin ] =
,Sn

WgU (, N )

Sn

E [Tr (W )]

Sn

X
1
E [Tr (W )] (by Proposition 2.4).
N (N + 1) (N + n 1) S
n

1. When n = 1, we have the trivial identity E[Wii ] =

1
E [Tr(W )] = E[tr(W )].
N

2. When n = 2, E[Wii2 ] =

E[(Tr(W ))2 ] + E[Tr(W 2 )]

.
N (N + 1)

3. When n = 3, E[Wii3 ] =

E[(Tr(W ))3 ] + 3E[Tr(W 2 )Tr(W )] + 2E[Tr(W 3 )]

.
N (N + 1)(N + 2)

3.2

Expectation of products of matrices

Let U be an N N Haar-distributed unitary random matrix and {bi }iN , {Bj }jN be sequences of N N complex matrices. In this section, we wish to find a formula for expressions
of the form
E[U B1 U b1 U B2 U b2 U Bn1 U bn1 U Bn U ],
(3.5)
where n N.
Note that (3.5) looks very similar to a general version of the expectation computed in
Example 1.8. We will use the same approach and first compute the ij th entry of (3.5).

34

We have
E[U B1 U b1 U B2 U b2 U Bn1 U bn1 U Bn U ]ij
= E [Tr(U B1 U b1 U B2 U b2 U Bn1 U bn1 U Bn U bn )] , where bn = Ej,i is a basis matrix
N
X


E Ui1 j1 (B1 )j1 j10 (U )j10 i01 (b1 )i01 i2 Uin jn (Bn )jn jn0 (U )jn0 i0n (bn )i0n i1
=

i1 ,...,in ,i01 ,...,i0n ,

0 =1
j1 ,...,jn ,j10 ,...,jn
N
X



(B1 )j1 j10 (b1 )i01 i2 (Bn )jn jn0 (bn )i0n i1 E Ui1 j1 Uin jn Ui01 j10 Ui0n jn0

i1 ,...,in ,i01 ,...,i0n ,

0 =1
j1 ,...,jn ,j10 ,...,jn
N
X

(B1 )j1 j10 (b1 )i01 i2 (Bn )jn jn0 (bn )i0n i1

i1 ,...,in ,i01 ,...,i0n ,

0 =1
j1 ,...,jn ,j10 ,...,jn

0
0
i1 i0(1) in i0(n) j1 j(1)
jn j(n)
WgU (1 , N )

,Sn

N
X

WgU (1 , N )

0
0
(B1 )j1 j10 (Bn )jn jn0 j1 j(1)
jn j(n)

j1 ,...,jn ,
0 =1
j10 ,...,jn

,Sn

N
X

(b1 )i01 i2 (bn )i0n i1 i1 i0(1) in i0(n)

i1 ,...,in ,
i01 ,...,i0n =1

Wg ( , N )

,Sn

WgU (1 , N )

(B1 )

0
j10
j(1)

(Bn )

0 =1
j10 ,...,jn
N
X

(B1 )j10 j 0 1

(1)

0
0
jn
j(n)

(Bn )jn0 j 0 1

N
X

(b1 )i01 i0(2) (bn )i0n i0(1)

i01 ,...,i0n =1
N
X

(n)

(b1 )i01 i0

n (1)

(bn )i0n i0

i01 ,...,i0n =1

0 =1
j10 ,...,jn

,Sn

N
X

WgU (1 , N )Tr 1 (B1 , . . . , Bn )Trn (b1 , . . . , bn ).

,Sn

Notation 3.6. Let Tr (b, . . . , b, Ej,i ) = (Tre (b, . . . , b, 1))ij , where is a permutation in Sn .
| {z }
| {z }
n1

n1

Roughly speaking, we do not apply Tr to the cycle of that contains the element n, and
thus Tre (b, . . . , b, 1) is a matrix.
| {z }
n1

For example, suppose S6 such that = (1, 3, 4)(2)(5, 6), then

Tre (b1 , . . . , b5 , 1) = {Tr(b1 b3 b4 )Tr(b2 )} b5 b6 .

35

n (n)

Theorem 3.7. Using Notation 3.6, we have a formula for (3.5):

E[U B1 U b1 U B2 U b2 U Bn1 U bn1 U Bn U ]
X
=
WgU (1 , N )Tr 1 (B1 , . . . , Bn )Tr
gn (b1 , . . . , bn1 , 1). (3.6)
,Sn

Proposition 3.8. By the same reasoning as in Proposition 3.4, formula (3.6) can also be
written as a double convolution over Sn as
n
o
X
U
f
Tr 1 (B1 , . . . , Bn )WgU (1 , N )Tr
(b
,
.
.
.
,
b
,
1)
=
Tr(B)

Wg

Tr(b)
(n ),
n1
gn 1
,Sn


f
where B = (B1 , . . . , Bn ), b = (b1 , . . . , bn1 , 1), and Tr(b) () = Tre (b1 , . . . , bn1 , 1).
Example 3.9. Suppose now that bi = b for all i N and Bj = B for all j N, then (3.5)
becomes


E U BU (bU BU )n1 ,
(3.7)
where n 1.
As shown in [5], WgU (, N ) is a rational function of N for every Sn (this fact should
be clear from the definitions given in the previous chapter as well). This and Theorem 3.7
n1
X
together imply that (3.7) can be written in the form
ak bk , where ak are coefficients and
k=0

b0 = IN .
Note that Example 1.8 corresponds to the case n = 1, and in this example we will calculate (3.7) for the case n = 2 using the table of values in appendix B for unitary Weingarten
functions.
Since WgU ([1, 1], N ) =

N2

1
1
and WgU ([2], N ) =
, by Theorem 3.7, we have
1
N (N 2 1)

E[U BU bU BU ]
X
=
WgU (1 , N )Tr 1 (B, B)Tr
g2 (b, 1)
,S2

WgU (, N )Tr 1 (B, B)b +

WgU (2 , N )Tr 1 (B, B)Tr(b)IN

S2

S2
2

(Tr(B))
Tr(B )
(Tr(B))2 Tr(b)
Tr(B 2 )Tr(b)
b

I
+
IN
N
N2 1
N (N 2 1)
N (N 2 1)
N2 1




(Tr(B))2
Tr(B 2 )Tr(b)
(Tr(B))2 Tr(b)
Tr(B 2 )
=

IN +

b.
N2 1
N (N 2 1)
N2 1
N (N 2 1)
=

36

Therefore E[U BU bU BU ] =

1
X

ak bk = a0 IN + a1 b, where

k=0

a0 =

N Tr(B 2 )Tr(b) (Tr(B))2 Tr(b)

N (Tr(B))2 Tr(B 2 )
and
a
=
.
1
N (N 2 1)
N (N 2 1)

Example 3.10. If B is a rank-one projection, i.e. all entries of B are 0 except for one of
the entries on the main diagonal, which is 1, then
Tr (B) = Tr (B, . . . , B ) = 1 for all Sn
| {z }
n

and thus


E U BU (bU BU )n1
X
WgU (1 , N )Tr 1 (B)Tr
=
gn (b, . . . , b, 1)
| {z }
,Sn
n1
X X
WgU (, N )Tre (b, . . . , b, 1)
=
| {z }
Sn Sn
n1

n
X

Y
1
(N + k 1)
Tre (b, . . . , b, 1) (by Proposition 2.4)
=
| {z }

Sn
k=1
n1
(
)
n
n1
Y
X
X
(N + k 1)1
Tr(bl1 ) Tr(blr ) bk .
=
k=1

k=0

l1 ++lr =n1k

To make the above expression simpler, it would require further investigation into the
cycle structures of permutations of Sn .

3.3

Matricial cumulants

Definition 3.11.

1. Let X be a set of random matrices, then expressions of the form

E [Tr (X1 , . . . , Xn )]

where Xi X and Sn , are called generalized moments of order n of the set X .

2. Let X and B be two sets of random matrices, then the mixed generalized moments of
the sets X and B are the generalized moments of the set X B. Note that they can
be computed from expressions of the form
E [Tr (B1 X1 , . . . , Bn Xn )] ,
37

where Bi B {IN }, Xi X {IN }, and Sn .

Motivated by Propositions 3.4 and 3.8, we will discuss the following questions in this
section:
1. Do we have a convolution formula for moments of the form E [Tr (B1 X1 , . . . , Bn Xn )],
and thus mixed generalized moments, as well?
2. If so, what are the conditions on the matricial models X and B?
It turns out that for two independent n-tuples of N N random matrices X = (X1 , . . . , Xn )
and B = (B1 , . . . , Bn ), if one of them, say X , has a distribution which is invariant under
unitary conjugation, then the moment E [Tr (B1 X1 , . . . , Bn Xn )] for any Sn can be written as a convolution over the symmetric group Sn between the generalized moments of B
with some matricial cumulant function CX , as defined by the authors in [3].
Definition 3.12. For n N , let X = (X1 , . . . , Xn ) be any n-tuple of N N random
matrices, the nth UN -cumulant function
CX : Sn C, 7 CX ()
is defined by the relation

(1)
CX := E[Tr(X )] N #
,

(1)


is
where N # is the function in C[Sn ] such that N # () = N #() for Sn and N #
the inverse of N # with respect to the classical convolution operation .
The UN -cumulants of X are the CX () for single cycles of Sn .
For simplicity, we will refer to UN -cumulant functions and UN -cumulants simply as cumulant functions and cumulants from now on. Moreover, when X1 = X2 = = Xn = X,
we will use the notation CX for C(X,...,X) .
1. When n = 1, the only element in S1 is e = (1).



(1)
1
and thus
Therefore N # (e) = N , N #
(e) =
N

(1)
CX (e) = E[Tre (X)] N #
(e) = E[tr(X)].

Example 3.13.

2. When n = 2, then S2 = {e, (1, 2)} and

N # : e 7 N 2 , (1, 2) 7 N.

38

Therefore N #

(1)

: e 7

1
1
,
(1,
2)

and it can be checked that

N2 1
N (N 2 1)

N# N#

(1)

= N#

(1)

N # = e .

We can calculate the cumulant functions as

X

(1) 1
C(X1 ,X2 ) (e) =
E [Tr (X1 , X2 )] N #
( e)
S2

(1)

(1)


= E [Tre (X1 , X2 )] N #
(e) + E Tr(1,2) (X1 , X2 ) N #
((1, 2))
E [Tr(X1 )Tr(X2 )] E [Tr(X1 X2 )]
=

N2 1
N (N 2 1)
N E [Tr(X1 )Tr(X2 )] E [Tr(X1 X2 )]
,
=
N (N 2 1)

C(X1 ,X2 ) ((1, 2)) =

E [Tr (X1 , X2 )] N #

(1)

( 1 (1, 2))

S2

(1)



(1)
= E [Tre (X1 , X2 )] N #
((1, 2)) + E Tr(1,2) (X1 , X2 ) N #
(e)
E [Tr(X1 )Tr(X2 )] E [Tr(X1 X2 )]
+
=
N (N 2 1)
N2 1
E [Tr(X1 )Tr(X2 )] + N E [Tr(X1 X2 )]
.
=
N (N 2 1)

Remark 3.14. Note that we previously defined the function N # C[Sn ] as G where G() =
N #() and, as shown earlier, G is invertible with G1 = WgU when n N .
Therefore the cumulant functions can be equivalently defined as


CX () = E[Tr(X )] WgU (),
where X = (X1 , . . . , Xn ) and Sn .
For consistency, we will use this notation from now on.
Proposition 3.15. Some basic properties of the cumulant functions.
1. For each Sn , (X1 , . . . , Xn ) 7 C(X1 ,...,Xn ) () is n-linear.
That is, for each i where 1 i n, if Xi = Yi + Zi where C, then
C(X1 ,...,Xi ,...,Xn ) () = C(X1 ,...,Yi ,...,Xn ) () + C(X1 ,...,Zi ,...,Xn ) ().
39

2. Since {E[Tr(IN )]} () = E [Tr (IN , . . . , IN )] = N #() = G(),

the generalized moments of X can be found from the cumulant function by the inverse
formula:
E[Tr(X)] = E[Tr(X)] WgU G = CX E[Tr(IN )].
3. Since Tr (U X1 U , . . . , U Xn U ) = Tr (X1 , . . . , Xn ) for any unitary matrix U ,
C(U X1 U ,...,U Xn U ) () = C(X1 ,...,Xn ) ().
4. Since WgU (, N ) depends only on the conjugacy class of ,
X
CX () =
E [Tr (X)] WgU ( 1 , N )
Sn

has this property as well.

Therefore the cumulants CX () of a matrix X for single cycles of Sn are all equal.
We will denote by Cn (X) this common value and call it cumulant of order n of the
matrix X. In particular, as computed in the previous example,
C1 (X) = E[tr(X)], and
E [Tr(X1 )Tr(X2 )] + N E [Tr(X1 X2 )]
C2 (X) =
N (N 2 1)


N  
= 2
E tr(X 2 ) E [tr(X)]2 .
N 1

Lemma 3.16. Let X = (X1 , . . . , Xn ) be an n-tuple of N N random matrices that are

unitarily invariant and let B = (B1 , . . . , Bn ) be an n-tuple of N N random matrices
independent with X, then
E [Tre (B1 X1 , . . . , Bn Xn )] = {E [Tr(B)] CX } (e) = {CB [Tr(X)]} (e).
Proof. For any independent N N Haar-distributed unitary random matrix U , we have
E [Tr"e (B1 X1 , . . . , B#n Xn )]
n
Y
=E
Tr(Bi Xi )
" i=1
#
n
Y
=E
Tr(Bi U Xi U )
=

i=1
N
X



E (B1 )i01 i1 Ui1 j1 (X1 )j1 j10 Ui01 j10 (Bn )i0n in Uin jn (Xn )jn jn0 Ui0n jn0

i1 ,...,in ,i01 ,...,i0n ,

0 =1
j1 ,...,jn ,j10 ,...,jn

40

N
X

 
 


E (B1 )i01 i1 (Bn )i0n in E (X1 )j1 j10 (Xn )jn jn0 E Ui1 j1 Uin jn Ui01 j10 Ui0n jn0 .

i1 ,...,in ,i01 ,...,i0n ,

0 =1
j1 ,...,jn ,j10 ,...,jn

Apply Theorem 1.5 and rearrange the terms, a similar calculation as the derivation of
formula (3.6) gives us
E [Tre (B1 X1 , . . . , Bn Xn )]
X
=
WgU (1 , N )E [Tr (B)] E [Tr 1 (X )]
,Sn

E [Tr (B)]

Sn

E [Tr (X )] WgU ( 1 1 , N )

Sn

E [Tr (B)] CX (1 )

Sn

= {E [Tr(B)] CX } (e).
Note that this is equal to


E [Tr(B)] WgU E [Tr(X )] (e)
= {CB [Tr(X )]} (e),

since WgU is a central function on Sn .

Let us now consider the mixed generalized moments with any in Sn . Recall that in
Notation 3.1, we defined the basis {Ea,b }1a,bN of MN (C). It has the following additional
properties.
Proposition 3.17. For all permutations , in Sn ,


Tr Ea(1) ,b1 , . . . , Ea(n) ,bn = Tr (Ea1 ,b1 , . . . , Ean ,bn ) .


Proof. By definitions, Tr Ea(1) ,b1 , . . . , Ea(n) ,bn
N




X
=
Ea(1) ,b1
Ea(n) ,bn
=
=
=

i1 ,...,in =1
N

X

i1 i(1)

in i(n)

 

a(1) ,i1 b1 ,i(1) a(n) ,in bn ,i(n)

i1 ,...,in =1
N

X

 

a1 ,i1 (1) b1 ,i(1) an ,i1 (n) bn ,i(n)

i1 ,...,in =1
N
X

(Ea1 ,b1 )i

1 (1) i(1)

(Ean ,bn )i

1 (n) i(n)

i1 ,...,in =1

41

N
X

(Ea1 ,b1 )i1 i(1) (Ean ,bn )in i(n)

i1 ,...,in =1

= Tr (Ea1 ,b1 , . . . , Ean ,bn ) .

Proposition 3.18. For all permutations in Sn ,
Tr (Ea1 ,b1 X1 , . . . , Ean ,bn Xn ) = (X1 )b1 a(1) (Xn )bn a(n) .
Proof. Note that for each i, multiplying Eai ,bi on the left of Xi , roughly speaking, replaces
th
the ath
i row of Xi by its bi row and all other rows vanish. Therefore (Eai ,bi Xi )ji j(i) is nonzero only when ji = ai , and it is equal to (Xi )bi a(i) .
Thus
Tr (Ea1 ,b1 X1 , . . . , Ean ,bn Xn )
N
X

(Ea1 ,b1 X1 )j1 j(1) (Ean ,bn Xn )jn j(n)

j1 ,...,jn =1

= (X1 )b1 a(1) (Xn )bn a(n) .

Lemma 3.19. Now for all permutations in Sn , we have

E [Tr (Ea1 ,b1 X1 , . . . , Ean ,bn Xn )] = {E [Tr (Ea1 ,b1 , . . . , Ean ,bn )] CX } ().
Proof. By the previous two propositions,
E [Tr (Ea1 ,b1 X1 , . . . , Ean ,bn Xn )]
" n
#
Y
=E
(Xi )bi a(i)
=E

" i=1
n
Y

Tr Ea(i) ,bi Xi

h i=1 
i
= E Tre Ea(1) ,b1 X1 , . . . , Ea(n) ,bn Xn
n h 
i
o
= E Tr Ea(1) ,b1 , . . . , Ea(n) ,bn CX (e)

i
X h
=
E Tr1 Ea(1) ,b1 , . . . , Ea(n) ,bn CX ()
Sn

E [Tr1 (Ea1 ,b1 , . . . , Ean ,bn )] CX ()

Sn

= {E [Tr (Ea1 ,b1 , . . . , Ean ,bn )] CX } ().

42

By n-linearity and using the fact that WgU is a central function on Sn , we have proved
the following theorem.
Theorem 3.20. Let X and B be two independent sets of N N random matrices such that
the distribution of X is unitarily invariant. Then for any n N , let X = (X1 , . . . , Xn ) be
an n-tuple in X and B = (B1 , . . . , Bn ) be an n-tuple in B, we have
E [Tr (B1 X1 , . . . , Bn Xn )] = {E [Tr(B)] CX } () = {CB [Tr(X)]} ().

This implies the following convolution relation.

Corollary 3.21. With the hypothesis of Theorem 3.20,
C(X1 B1 ,...,Xn Bn ) = CX CB .
Proof.
C(X1 B1 ,...,Xn Bn ) = E [Tr (B1 X1 , . . . , Bn Xn )] WgU
= E [Tr(B)] CX WgU
= CX CB .

43

Chapter 4
Conclusion and Future Work
Throughout this report, Theorem 1.5 was used repeatedly. One of the applications was that
it allowed us to derive a formula for expressions of the form (3.7):


E U BU (bU BU )n1
where n 1 and U , b, B are as described.
We now briefly discuss why we would be interested in such expressions.

4.1

The Cauchy transform

Let C+ = {z C | Im(z) > 0} denote the complex upper half plane and C = {z C | Im(z) < 0}
denote the complex lower half plane. Let be a probability measure on R and for z 6 R let
Z
1
d(t).
G (z) =
R z t
G is the Cauchy transform of the measure and it is analytic on C+ with range contained
in C .
Suppose is compactly supported, denote r := sup {|t| | t supp()}. Then for |z| > r
we can expand


1
1
1
=
zt
z 1 t/z

1 X tn
=
z n=0 z n

X
tn
=
, t supp().
n+1
z
n=0

44

The convergence is uniform in t supp(), therefore we can integrate the series term by
term against d(t) and obtain

X
n
G (z) =
, |z| > r,
z n+1
n=0

where n :=

R
R

tn d(t) is the nth moment of for n 0.

Consider now the formal power series

M (z) := 1 +

n z n .

n=1

M (z) is the moment-generating series of and it is closely related to the Cauchy transform via the relation
 
1
1
.
G (z) = M
z
z

It is advantageous to consider the Cauchy transform because it has nice analytic properties and provides an effective way of recovering the corresponding probability measure
concretely via the Stieltjes inversion formula (see Remark 2.20 in [18] for more details).

4.2

The operator-valued Cauchy transform

In this section, we will use some concepts from free probability theory. For a brief introduction of the subject, please see appendix A or [18].
First, note that if X is a (classical) random variable distributed according to , then the
(classical) Cauchy transform can be expressed as


G (z) = E (z X)1 ; z
/ R,
where E denotes expectation with respect to .
Now, if X is a self-adjoint operator on a Hilbert space, then the operator-valued analytic
function RX (z) = (zI X)1 , where I denotes the identity operator, is called the resolvent
of the operator X. Following Voiculescu [22], a more general notion of the resolvent of X
can be defined as follows: for an arbitrary operator b on the same Hilbert space as X, b can
be written as
b = Re(b) + iIm(b),
45

b + b
b b
where Re(b) =
and Im(b) =
. It has been noted by Voiculescu in [22] that
2
2i
RX (b) = (b X)1 , Im(b) > 0
is an analytic map so that Im (RX (b)) < 0. Note that an operator is said to be positive if its
spectrum consists of non-negative real numbers.
Let A be a von Neumann operator algebra with the normal faithful trace , and let B be
a von Neumann subalgebra of A. A conditional expectation (|B) is a weakly continuous
linear map A B satisfying the following properties:
1. (1A |B) = 1, and
2. if b1 , b2 B, then (b1 ab2 |B) = b1 (a|B)b2 .
In the paper [2], the author showed that if two self-adjoint operators a, b A are free (see,
e.g. appendix A or [18] for definitions), then the following identity holds for their resolvents:
(Ra+b (z)|a) = Ra ((z)).
In other words,


(z1A (a + b))1 |a = ((z)1A a)1 ,

(4.1)

where (|a) denotes the conditional expectation on the subalgebra generated by a and (z)
is an analytic function from C+ to C+ .
Let AN and BN be N N Hermitian deterministic matrices, UN be an N N Haardistributed unitary random matrix, and put XN = AN + UN BN UN . The resolvent of XN is
RXN (z) = (zIN XN )1 and the resolvents of AN and BN are defined similarly.
It is known that AN and UN BN UN are asymptotically free as N (see, e.g. appendix A or [18]). Therefore we wish to investigate if (4.1) holds for random matrices in an
approximate sense.
Note that in XN = AN + UN BN UN , the AN part is deterministic and the UN BN UN part
is random. Therefore projecting XN onto the algebra generated by AN simply means taking
expectation in the random part and thus


E (zIN (AN + UN BN UN ))1 = (N (z) AN )1
(4.2)
as N , where E denotes expectation with respect to the Haar measure and N (z)
MN (C) is an N N deterministic matrix.
The right-hand side of (4.2) is equal to RAN (N (z)) which can be considered as a resolvent of AN , and note that (4.2) holds only when N .

46

The inception
of this project was motivated
by the following question: for a given N ,


1
how far is E (zIN (AN + UN BN UN ))
from being a resolvent of AN ?
Observe that if bN = zIN AN and z C\R, then bN is invertible by the spectral theorem
1
(since AN is Hermitian). Moreover, if |z| is large enough, then kb1
N k = k(zIN AN ) k <
1
.
kBN k
Therefore




E (zIN (AN + UN BN UN ))1 = E (bN UN BN UN )1
can be considered as an operator-valued Cauchy transform and it has a power series expansion




1
(since bN is invertible)
E (bN UN BN UN )1 = E (bN (IN b1
N UN BN UN ))


1 1
= E (IN b1
N UN BN UN ) bN

 1
1
= E (IN b1
U
B
U
)
bN (since b1
N
N
N
N
N is deterministic)
"
#


X
1
1
1
1
1
n
=E
(bN UN BN UN ) bN
since kbN k <
=
kBN k
kUN BN UN k
n=0
=

 1

n
E (b1
bN
N UN BN UN )

n=0

= b1
N +


 1
1

n1
bN ,
b1
N E UN BN UN (bN UN BN UN )
|
{z
}
n=1
(3.7)

which is why we are interested in expressions of the form (3.7).

Alternatively, from (4.2), we can define

1
N (z) := E (zIN (AN + UN BN UN ))1
+ AN .
It is known that (see [1] for more details):
1. N (z) belongs to the algebra generated by IN and AN ;
2. N (z) (z)IN as N , where (z) is the function from (4.1);
3. N (z) tends, in a certain sense, to a scalar multiple of IN .
Therefore we can study the distance from N (z) to C[IN ]. In other words,
min kIN N (z)k.
C

(4.3)

We observe that, as discussed above, for |z| large enough and z C\R, zIN AN is
invertible and k(zIN AN )1 k is small.

47

Therefore letting bN = (zIN AN )1 instead provides us with another power series

expansion


E (zIN (AN + UN BN UN ))1

X


=
(zIN AN )1 E (UN BN UN (zIN AN )1 )n
n=0

bN E [(UN BN UN bN )n ] .

n=0

In the future, we would like to have a better understanding of the matrix-valued expec
n
tations (also called matricial moments)
N ) ], and hopefully it will provide us
 1E [(UN BN UN b1
in order to make good estimates
a good enough understanding of E (bN UN BN UN )
of (4.3).

48

Appendix A
Free Probability Theory
In this appendix section, we briefly overview some of the definitions and notations from free
probability theory that are relevant to this report.
Definition A.1. A non-commutative probability space (A, ) consists of a unital algebra A
over C and a unital linear functional
: A C; (1A ) = 1.
The elements a A are called non-commutative random variables in (A, ).
Definition A.2. Let (A, ) be a non-commutative probability space and let I be a fixed
index set.
1. Let, for each i I, Ai A be a unital subalgebra. We say that (Ai )iI are freely
independent with respect to (or simply free) if
(a1 ak ) = 0
whenever we have the following:
k is a positive integer,
aj Ai(j) (i(j) I) for all j = 1, . . . , k,
(aj ) = 0 for all j = 1, . . . , k,
neighboring elements are from different subalgebras, i.e. i(1) 6= i(2), i(2) 6=
i(3), . . . , i(k 1) 6= i(k).
2. If the unital algebras Ai := alg(1A , ai ) generated by elements ai A (i I) are freely
independent, then (ai )iI are called freely independent random variables.

49

Definition A.3. Let, for each N N, (AN , N ) be a non-commutative probability space.

Let I be an index set and consider for each i I and each N N random variables
(N )
ai AN . Let I = I1 Im be a decomposition of I into m disjoint subsets. We say
that
n
o
n
o
(N )
(N )
ai | i I1 , . . . , ai | i Im


(N )
converges in distribution towards (ai )iI for
are asymptotically free (as N ) if ai
iI

some random variables ai A (i I) in some non-commutative probability space (A, ),

and if the limits {ai | i I1 } , . . . , {ai | i Im } are free in (A, ).
In particular, consider two sequences {AN }N N and {BN }N N of N N random matrices
such that for each N N, AN and BN are defined on the same probability space (N , PN ).
Denote by EN the expectation with respect to PN . We say AN and BN are asymptotically
free if AN , BN (MN (N ), EN [tr()]) converge in distribution to some elements a, b (dedistr
noted AN , BN a, b) such that a, b are free in some non-commutative probability space
(A, ).
The following is a remarkable theorem by Voiculescu.
Theorem A.4. Let {AN }N N and {BN }N N be two sequences of N N deterministic matrices such that AN converges in distribution (with respect to tr) as N , and such that
BN converges in distribution (with respect to tr) as N . Furthermore, let {UN }N N be
a sequence of N N Haar-distributed unitary random matrices. Then AN and UN BN UN
are asymptotically free.

50

Appendix B
Tables of Values
We finish this report by giving some values of the Weingarten functions for the unitary group
UN and the orthogonal group ON .
The table for the unitary group, taken from [5], contains values of the unitary Weingarten
functions up to n = 3 and the table for the orthogonal group, taken from [9], contains values
of the orthogonal Weingarten functions up to n = 4. It is also mentioned in [9] that in order
to obtain the appropriate results for the symplectic group, one should replace in the formulas for the orthogonal group N by N . The table for values of the orthogonal Weingarten
functions up to n = 6 can be also found in [7].

B.1

Unitary Weingarten functions

WgU ([1], N ) =
WgU ([1, 1], N ) =
WgU ([2], N ) =
WgU ([1, 1, 1], N ) =
WgU ([2, 1], N ) =
WgU ([3], N ) =

1
,
N
1
,
2
N 1
1
,
N (N 2 1)
N2 2
,
N (N 2 1)(N 2 4)
1
,
2
(N 1)(N 2 4)
2
.
2
N (N 1)(N 2 4)

51

B.2

Orthogonal Weingarten functions

WgO ([1], N ) =
WgO ([1, 1], N ) =
WgO ([2], N ) =
WgO ([1, 1, 1], N ) =
WgO ([2, 1], N ) =
WgO ([3], N ) =
WgO ([1, 1, 1, 1], N ) =
WgO ([2, 1, 1], N ) =
WgO ([2, 2], N ) =
WgO ([3, 1], N ) =
WgO ([4], N ) =

1
,
N
N +1
,
N (N 1)(N + 2)
1
,
N (N 1)(N + 2)
N 2 + 3N 2
,
N (N 1)(N 2)(N + 2)(N + 4)
1
,
N (N 1)(N 2)(N + 4)
2
,
N (N 1)(N 2)(N + 2)(N + 4)
(N + 3)(N 2 + 6N + 1)
,
N (N 1)(N 3)(N + 1)(N + 2)(N + 4)(N + 6)
N 3 6N 2 3N + 6
,
N (N 1)(N 2)(N 3)(N + 1)(N + 2)(N + 4)(N + 6)
N 2 + 5N + 18
,
N (N 1)(N 2)(N 3)(N + 1)(N + 2)(N + 4)(N + 6)
2
,
(N 1)(N 2)(N 3)(N + 1)(N + 2)(N + 6)
5N 6
.
N (N 1)(N 2)(N 3)(N + 1)(N + 2)(N + 4)(N + 6)

52

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54