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The Weingarten Calculus

  • Collins B
  • Matsumoto S
  • Novak J
Notices of the American Mathematical Society (2022) 69(05) 1
DOI: 10.1090/noti2474
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Abstract

This is a short introduction to Weingarten Calculus. Weingarten Calculus is a method to compute the joint moments of matrix variables distributed according to the Haar measure of compact groups.

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APA

Collins, B., Matsumoto, S., & Novak, J. (2022). The Weingarten Calculus. Notices of the American Mathematical Society, 69(05), 1. https://doi.org/10.1090/noti2474

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