References
453
The volume of the measure U (1) for symmetric unitary matrices ¯
U R is given
in Eq. (D.68). The volume of the measure O for orthogonal matrices ¯
O is given in
Eq. (D.86).
References
Dyson FJ (1962) J Math Phys 3:1199
Hua LK (1963) Harmonic analysis of functions of several complex variables in the classical
domains. American Mathematical Society, Providence
Mehta ML (1991) Random matrices and the statistical theory of energy levels, 2nd edn. Academic,
New York
Porter CE (1965) Statistical theories of spectra: fluctuations. Academic, New York
453
The volume of the measure U (1) for symmetric unitary matrices ¯
U R is given
in Eq. (D.68). The volume of the measure O for orthogonal matrices ¯
O is given in
Eq. (D.86).
References
Dyson FJ (1962) J Math Phys 3:1199
Hua LK (1963) Harmonic analysis of functions of several complex variables in the classical
domains. American Mathematical Society, Providence
Mehta ML (1991) Random matrices and the statistical theory of energy levels, 2nd edn. Academic,
New York
Porter CE (1965) Statistical theories of spectra: fluctuations. Academic, New York