Timeline for Integration with respect to Haar measures normalised over a subspace
Current License: CC BY-SA 4.0
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| Oct 7, 2022 at 4:40 | history | edited | YCor |
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| Oct 6, 2022 at 13:12 | comment | added | Carlo Beenakker | if I may assume that $A$ is Hermitian, the integral can be rewritten as $$\int \left(\sum_n y_n |U_{n1}|^2\right)\left(\sum_n z_n|U_{n1}|^2\right)^{-1}\,dU$$ for some set of coefficients $y_n,z_n$; there is no closed form answer; for large $d$ you could take independent normal distributions for the $U_{n1}$ elements, but that's about it. | |
| S Oct 6, 2022 at 13:02 | review | First questions | |||
| Oct 6, 2022 at 13:13 | |||||
| S Oct 6, 2022 at 13:02 | history | asked | N A McMahon | CC BY-SA 4.0 |