In mathematics, Weingarten functions are rational functions indexed by partitions of integers that can be used to calculate integrals of products of matrix coefficients over classical groups. They were first studied by Weingarten (1978) who found their asymptotic behavior, and named by Collins (2003), who evaluated them explicitly for the unitary group.

Weingarten functions are used for evaluating integrals over the unitary group U_d of products of matrix coefficients of the form

${\displaystyle \int _{U_{d}}U_{i_{1}j_{1}}\cdots U_{i_{q}j_{q}}U_{i_{1}^{\prime }j_{1}^{\prime }}^{*}\cdots U_{i_{q}^{\prime }j_{q}^{\prime }}^{*}dU,}$

where ${\displaystyle *}$ denotes complex conjugation. Note that ${\displaystyle U_{ji}^{*}=(U^{\dagger })_{ij}}$ where ${\displaystyle U^{\dagger }}$ is the conjugate transpose of ${\displaystyle U}$, so one can interpret the above expression as being for the ${\displaystyle i_{1}j_{1}\ldots i_{q}j_{q}j'_{1}i'_{1}\ldots j'_{q}i'_{q}}$ matrix element of ${\displaystyle U\otimes \cdots \otimes U\otimes U^{\dagger }\otimes \cdots \otimes U^{\dagger }}$.

This integral is equal to

${\displaystyle \sum _{\sigma ,\tau \in S_{q}}\delta _{i_{1}i_{\sigma (1)}^{\prime }}\cdots \delta _{i_{q}i_{\sigma (q)}^{\prime }}\delta _{j_{1}j_{\tau (1)}^{\prime }}\cdots \delta _{j_{q}j_{\tau (q)}^{\prime }}W\!g(\sigma \tau ^{-1},d)}$

where Wg is the Weingarten function, given by

${\displaystyle W\!g(\sigma ,d)={\frac {1}{q!^{2}}}\sum _{\lambda }{\frac {\chi ^{\lambda }(1)^{2}\chi ^{\lambda }(\sigma )}{s_{\lambda ,d}(1)}}}$

where the sum is over all partitions λ of q (Collins 2003). Here χ^λ is the character of S_q corresponding to the partition λ and s is the Schur polynomial of λ, so that s_λd(1) is the dimension of the representation of U_d corresponding to λ.

The Weingarten functions are rational functions in d. They can have poles for small values of d, which cancel out in the formula above. There is an alternative inequivalent definition of Weingarten functions, where one only sums over partitions with at most d parts. This is no longer a rational function of d, but is finite for all positive integers d. The two sorts of Weingarten functions coincide for d larger than q, and either can be used in the formula for the integral.

Explicit expressions for the integrals in the first cases

The explicit expressions for the integrals of first- and second-degree polynomials, obtained via the formula above, are:

$${\displaystyle \int _{U_{d}}dUU_{ij}{\bar {U}}_{k\ell }=\delta _{ik}\delta _{j\ell }\operatorname {Wg} (1,d)={\frac {\delta _{ik}\delta _{j\ell }}{d}}.}$$

$${\displaystyle \int _{U_{d}}dUU_{ij}U_{k\ell }{\bar {U}}_{mn}{\bar {U}}_{pq}=(\delta _{im}\delta _{jn}\delta _{kp}\delta _{\ell q}+\delta _{ip}\delta _{jq}\delta _{km}\delta _{\ell n})\operatorname {Wg} (1^{2},d)+(\delta _{im}\delta _{jq}\delta _{kp}\delta _{\ell n}+\delta _{ip}\delta _{jn}\delta _{km}\delta _{\ell q})\operatorname {Wg} (2,d).}$$

For orthogonal and symplectic groups the Weingarten functions were evaluated by Collins & Śniady (2006). Their theory is similar to the case of the unitary group. They are parameterized by partitions such that all parts have even size.

• Collins, Benoît (2003), "Moments and cumulants of polynomial random variables on unitary groups, the Itzykson-Zuber integral, and free probability", International Mathematics Research Notices, 2003 (17): 953–982, arXiv:math-ph/0205010, doi:10.1155/S107379280320917X, MR 1959915
• Collins, Benoît; Śniady, Piotr (2006), "Integration with respect to the Haar measure on unitary, orthogonal and symplectic group", Communications in Mathematical Physics, 264 (3): 773–795, arXiv:math-ph/0402073, Bibcode:2006CMaPh.264..773C, doi:10.1007/s00220-006-1554-3, MR 2217291, S2CID 16122807
• Weingarten, Don (1978), "Asymptotic behavior of group integrals in the limit of infinite rank", Journal of Mathematical Physics, 19 (5): 999–1001, Bibcode:1978JMP....19..999W, doi:10.1063/1.523807, MR 0471696