Moments of the Trace of Orthogonal Matrices – Representation Theory

random matricesreference-requestrt.representation-theory

Let $O_n$ be the (real) orthogonal group of $n$ by $n$ matrices.
I am interested in the following sequence which showed up in a calculation I was doing
$$a_k = \int_{O_n} (\text{Tr } X)^k dX$$
where the integral is taken with respect to the normalized Haar measure on $O_n.$ I noticed some work of Dianconis et al. covers a more general set of moments, but essentially the formulas I saw only seem to hold for small $k.$ For the case of $O_2$ the sequence looks like $a_{2k} = \frac{1}{2}\binom{2k}{k},$ which can be calculated by hand since $O_2$ has some special structure.

I was hoping there would be some general known formula (since, if I recall correctly, this calculates the multiplicity the trivial representation in a tensor power the standard representation of $O_n$), or that it might be in the OEIS, but I don't know exactly what to look for, and don't know enough small terms to search.

Best Answer

Pastur and Vasilchuk have extended the result of Diaconis and Evans for $a_{2k}$ from $2k\leq n/2$ to $2k\leq n-1$:

$$a_{2k}=\pi^{-1/2}2^{k}\Gamma(k+1/2)\;\;\text{for}\;\;2k\leq n-1\quad\quad[*]$$

As suggested by Liviu Nicolaescu, for small $n$ you might directly integrate over the probability distribution of the eigenvalues in $O_n$, which you can find here. (This is the socalled "circular real ensemble" of random matrices.)

$\bullet$ For $n=2$ one reproduces the result $$a_{2k}=\frac{1}{\pi}\int_0^{\pi/2}dx\,(2\cos x)^{2k}=\tfrac{1}{2}(2k)!(k!)^{-2}$$ you quoted above, which agrees with $[*]$ for $k=1$ and $k=2$. (For $k=3$ it gives $10$ instead of $15$.)

$\bullet$ For $n=3$ one obtains $$a_{2k}=\frac{1}{2\pi}\int_0^{2\pi}dx\,(1-\cos x)(1+2\cos x)^{2k}$$ which evaluates to $$a_2=1,\;\; a_4=3,\;\; a_6=15,\;\; a_8=91,\;\;a_{10}=603,\;\;a_{12}=4213$$ in agreement with the series of Qiaochu Yuan's answer. The formula $[*]$ for $a_{2k}$ holds for $k\leq 3$ (for $k=4$ it gives $105$ instead of $91$).

$\bullet$ For $n=4$ one finds $$a_{2k}=\frac{1}{8\pi^2}\int_0^{2\pi}dx\int_0^{2\pi}dy\,(\cos x-\cos y)^2(2\cos x+2\cos y)^{2k}$$ $$\quad\quad+\frac{1}{2\pi}\int_0^{2\pi}dz\,(1-\cos^2 z)(2\cos z)^{2k}$$ which evaluates to $$a_2=1,\;\;a_4=3,\;\;a_6=15,\;\;a_8=105,\;\;a_{10}=903,\;\;a_{12}=8778.$$ Now the formula $[*]$ for $a_{2k}$ holds for $k\leq 4$ (for $k=5$ it gives $945$ instead of $903$).

$\bullet$ Continuing with $n=5$, we have $$a_{2k}=\frac{1}{2\pi^2}\int_0^{2\pi}dx\int_0^{2\pi}dy\,(1-\cos x)(1-\cos y)(\cos x-\cos y)^2(1+2\cos x+2\cos y)^{2k}$$ which evaluates to $$a_2=1,\;\;a_4=3,\;\;a_6=15,\;\;a_8=105,\;\;a_{10}=945,\;\;a_{12}=10263.$$ The formula $[*]$ for $a_{2k}$ holds for $k\leq 5$ (for $k=6$ it gives $10395$ instead of $10263$).

I am now tempted to $$\text{conjecture}\quad\quad a_{2k}=\pi^{-1/2}2^{k}\Gamma(k+1/2)=(2k-1)!!\;\;\text{for}\;\;k\leq n\quad\quad[**]$$ thus doubling the range of validity of $[\ast]$. Is it true?

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