Explicit density for singular values of Lévy's area matrix, determinantal point process characterization, and d to infinity asymptotics including absolute Cauchy limit.
Integration with respect to the Haar measure on unitary, orthogonal and symplectic group
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abstract
We revisit the work of the first named author and using simpler algebraic arguments we calculate integrals of polynomial functions with respect to the Haar measure on the unitary group U(d). The previous result provided exact formulas only for 2d bigger than the degree of the integrated polynomial and we show that these formulas remain valid for all values of d. Also, we consider the integrals of polynomial functions on the orthogonal group O(d) and the symplectic group Sp(d). We obtain an exact character expansion and the asymptotic behavior for large d. Thus we can show the asymptotic freeness of Haar-distributed orthogonal and symplectic random matrices, as well as the convergence of integrals of the Itzykson-Zuber type.
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2026 3verdicts
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Derives closed-form formulas and asymptotic expressions for total variation distance between Haar-averaged aggregate histogram laws from collective vs. local random unitaries in fixed-N large-d, fixed-d large-N, sparse, and critical scaling regimes.
SYK disorder is shown to be an approximate unitary k-design for poly(N) k; under the planted-SYK hardness conjecture this yields gravitationally pseudorandom unitaries, implying cryptographic censorship in JT gravity with the regularized maximal geodesic length as distinguisher.
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The Singular Values of L\'evy's Area Matrix
Explicit density for singular values of Lévy's area matrix, determinantal point process characterization, and d to infinity asymptotics including absolute Cauchy limit.