Correlation Functions of Harish-Chandra Integrals over the Orthogonal and the Symplectic Groups
The Harish-Chandra correlation functions, i.e. integrals over compact groups of invariant monomials prod tr{X^{p_1} Omega Y^{q_1} Omega^dagger X^{p_2} ... with the weight exp tr{X Omega Y Omega^dagger} are computed for the orthogonal and symplectic groups. We proceed in two steps. First, the integral over the compact group is recast into a Gaussian integral over strictly upper triangular complex matrices (with some additional symmetries), supplemented by a summation over the Weyl group. This result follows from the study of loop equations in an associated two-matrix integral and may be viewed as the adequate version of Duistermaat-Heckman's theorem for our correlation function integrals. Secondly, the Gaussian integration over triangular matrices is carried out and leads to compact determinantal expressions.