Answers are grounded in this paper and cite their sources.
We show that in the limit N→∞ integrals with respect to Haar measure of products of the elements of a matrix in SO(N) approach corresponding moments of a set of independent Gaussian random variables. Similar asymptotic forms are obtained for SU(N) and Sp(N). An application of these results to Wilson’s formulation of lattice gauge theory is briefly considered.
No takes yet. Share an insight, caveat, or question.
D. Weingarten (1978) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: