Schur-Weyl duality and the heat kernel measure on the unitary group.

Thierry Lévy (1)

1 DMA - Département de Mathématiques et Applications - ENS Paris

We establish a convergent power series expansion for the expectation of a product of traces of powers of a random unitary matrix under the heat kernel measure. These expectations turn out to be the generating series of certain paths in the Cayley graph of the symmetric group. We then compute the asymptotic distribution of a random unitary matrix under the heat kernel measure on the unitary group U(N) as N tends to infinity, and prove a result of asymptotic freeness result for independent large unitary matrices, thus recovering results obtained previously by Xu and Biane. We give an interpretation of our main expansion in terms of random ramified coverings of a disk. Our approach is based on the Schur-Weyl duality and we extend some of our results to the orthogonal and symplectic cases.

Mots clés: Schur-Weyl duality; heat kernel measure; unitary group; asymptotic freeness; ramified coverings

Domaines: Probabilités [math.PR]

Thierry Lévy. Schur-Weyl duality and the heat kernel measure on the unitary group.. 2008. ⟨hal-00137982v2⟩