Integrals of monomials over the orthogonal group

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.