On the large N limit of matrix integrals over the orthogonal group
arXiv:0805.0315 · doi:10.1088/1751-8113/41/38/382001
Abstract
We reexamine the large N limit of matrix integrals over the orthogonal group O(N) and their relation with those pertaining to the unitary group U(N). We prove that lim_{N to infty} N^{-2} \int DO exp N tr JO is half the corresponding function in U(N), and a similar relation for lim_{N to infty} \int DO exp N tr(A O B O^t), for A and B both symmetric or both skew symmetric.
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