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May 14 at 18:42 history bounty ended thedude
May 14 at 18:42 vote accept thedude
May 14 at 6:14 comment added Carlo Beenakker I have restricted the answer to ${\rm SO}(N)={\rm O}_+(N)$; for ${\rm O}_-(N)$ the reproducing property fails even for the Haar measure, so for $Z=0$, since $\int_{{\rm O}_-}X^2 d\mu(X)\neq 0$, while $Z^2=0$.
May 14 at 6:04 history edited Carlo Beenakker CC BY-SA 4.0
restricted to SO(N); the reproducing property does not hold even for scalar Z when det O = -1
May 13 at 20:52 history edited Carlo Beenakker CC BY-SA 4.0
reproducing property only holds for scalar Z
May 13 at 20:46 comment added Carlo Beenakker yes, the orthogonal group is disconnected, you average over either sector; I am unsure about the expansion you mention; one complication is that for the orthogonal group the reproducing property only holds for $Z$ proportional to the unit matrix.
May 13 at 20:44 history edited Carlo Beenakker CC BY-SA 4.0
reproducing property only holds for scalar Z
May 13 at 20:42 comment added thedude Also, have you ever seen a discussion about expanding this kernel as an infinite series using irreducible characters?
May 13 at 20:41 comment added thedude By $O_\pm(N)$ you mean I take either the +, i.e. $SO(N)$, or the $-$?
May 13 at 18:47 history edited Carlo Beenakker CC BY-SA 4.0
checked reproducing property for N=2
May 13 at 18:38 history edited Carlo Beenakker CC BY-SA 4.0
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May 13 at 18:18 history edited Carlo Beenakker CC BY-SA 4.0
reproducing property
May 13 at 16:40 history edited Carlo Beenakker CC BY-SA 4.0
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May 13 at 16:17 history edited Carlo Beenakker CC BY-SA 4.0
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May 13 at 12:54 history edited Carlo Beenakker CC BY-SA 4.0
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May 13 at 12:49 history answered Carlo Beenakker CC BY-SA 4.0