Classical groups and Haar integration
Résumé
This is an introduction to the closed subgroups $G\subset U_N$, with all needed preliminaries included. We discuss the basic theory, and we perform some probability computations, in the finite case. In the general case, we explain how the Weingarten integration formula works, and we present some basic $N\to\infty$ applications.
Domaines
Mathématiques [math]Origine | Fichiers produits par l'(les) auteur(s) |
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