Integration formula for Brownian motion on classical groups [PDF]
Antoine DahlqvistWe give new formulas for the moments of the entries of a random matrix whose law is a Brownian motion on a classical compact group. As we let the time go to infinity, these formulas imply the one B. Collins and P. \'Sniady obtained for Haar measure.View original: http://arxiv.org/abs/1212.5107
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