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# The Nucleon’s Mirror Image: Revealing the Strange and Unexpected

## 1 Parity Violation in Elastic Electron-Nucleon Scattering

As shown in Figure 1, the lowest-order contribution to the parity-violating $`e`$-$`N`$ interaction is associated with the interference of $`Z`$-exchange with the dominant electromagnetic amplitude. The parity-violating helicity-dependent asymmetry for elastic electron-proton scattering can be written :

$`A`$ $`=`$ $`\left[{\displaystyle \frac{G_FQ^2}{4\sqrt{2}\pi \alpha }}\right]{\displaystyle \frac{\epsilon G_E^\gamma G_E^Z+\tau G_M^\gamma G_M^Z(14\mathrm{sin}^2\theta _W)\epsilon ^{}G_M^\gamma G_A^e}{\epsilon (G_E^\gamma )^2+\tau (G_M)^2}}`$ (1)
$``$ $`{\displaystyle \frac{G_FQ^2}{4\sqrt{2}\pi \alpha }}\times {\displaystyle \frac{𝒩}{𝒟}}`$ (2)
where $`\tau `$, $`\epsilon `$, and $`\epsilon ^{}`$ are kinematic quantities, $`Q^2>0`$ is the four-momentum transfer, and $`\theta `$ is the laboratory electron scattering angle. This asymmetry represents the fractional change in cross section for left- vs. right- handed incident electrons, and is generally quite small

$$A10^4Q^2$$
(3)
where $`Q^2`$ is expressed in units of (GeV/$`c`$)2. Thus the experiments are quite challenging.

The quantities $`G_E^\gamma `$, $`G_M^\gamma `$, $`G_E^Z`$, and $`G_M^Z`$ are the vector form factors of the nucleon associated with $`\gamma `$\- and $`Z`$-exchange. The neutral weak $`N`$-$`Z`$ interaction also involves an axial vector coupling $`G_A^e`$ in the third term of the numerator in Eqn.(1). The lowest-order $`Z`$-exchange process is responsible for the $`14\mathrm{sin}^2\theta _W`$ factor that appears in this expression and thus higher order processes can contribute significantly to this term . These processes include effects not present in neutrino scattering, such as anapole effects and other electroweak radiative corrections as discussed below.

It is also useful to consider parity-violating quasielastic scattering from nuclear targets, particularly deuterium . This provides additional useful information on the axial vector form factor contributions. For a nucleus with $`Z`$ protons and $`N`$ neutrons the asymmetry can be written in the simple form (ignoring final state interactions and other nuclear corrections):

$$A_{\mathrm{nuc}}=\frac{G_FQ^2}{4\sqrt{2}\pi \alpha }\times \frac{N𝒩_n+Z𝒩_p}{N𝒟_n+Z𝒟_p}$$
(4)
where $`𝒩_p`$ ($`𝒩_n`$) is the numerator expression and $`𝒟_p`$ ($`𝒟_n`$) the denominator (from Eqns. 1 and 2) for the proton (neutron), respectively.

## 2 Strangeness and the Vector Form Factors

The neutral weak vector form factors $`G_E^Z`$ and $`G_M^Z`$ appearing in Eqn. 1 contain information related to the desired strange quark-antiquark contributions to the charge and magnetization distributions of the nucleon. The flavor structure of the electroweak couplings and isospin symmetry of the nucleon imply the relations

$$G_{E,M}^s=(14\mathrm{sin}^2\theta _W)G_{E,M}^{\gamma ,p}G_{E,M}^{\gamma ,n}G_{E,M}^{Z,p}.$$
(5)
Thus measurement of the neutral weak form factors $`G_{E,M}^{Z,p}`$ can unambiguously determine the strange form factors $`G_{E,M}^s`$.

One traditionally defines

$$\mu _sG_M^s(Q^2=0)$$
(6)
as the strange magnetic moment of the nucleon. Since the nucleon has no net strangeness, we find $`G_E^s(Q^2=0)=0`$. However, one can express the slope of $`G_E^s`$ at $`Q^2=0`$ in the usual fashion in terms of a “strangeness radius” $`r_s`$

$$r_s^26\left[dG_E^s/dQ^2\right]_{Q^2=0}.$$
(7)
A variety of theoretical methods have been employed in efforts to compute the form factors $`G_{E,M}^s(Q^2)`$ (or often just the quantities $`\mu _s`$ and $`r_s`$). Typically one may consider the fluctuation of the nucleon into strange particles (e.g., a $`K`$-meson and hyperon) or the fluctuation of the virtual boson (photon or $`Z`$) into a $`\varphi `$ meson. The physical separation of the $`s`$ and $`\overline{s}`$ in such processes or the production of an $`s\overline{s}`$ pair in a spin triplet leads to non-zero values of $`G_{E,M}^s(Q^2)`$. The numerical results of many theoretical treatments  vary considerably, but generally one obtains a value for $`\mu _s\pm 0.5`$ (nuclear magnetons) and $`r_s^2\pm 0.2`$ fm2.

## 3 Neutral Weak Axial Form Factor

As noted above, the parity-violating interaction of electrons with nucleons also involves an axial vector coupling to the nucleon, $`G_A^e`$. This term in the parity-violating asymmetry contains several effects beyond the leading order $`Z`$\- exchange which can only be differentiated in theoretical calculations. Nevertheless, it is important to bear in mind that the experimentally observable quantities are well-defined and unambiguous. To this end, we define the neutral weak axial form factors as observed in neutrino scattering, $`G_A^\nu `$, and the corresponding quantity $`G_A^e`$, as indicated in the expression Eqn. (1). In the following, we discuss the relationship of each of these observables to nucleon beta decay, $`W`$\- and $`Z`$-exchange, and higher order effects such as the anapole moment.

The standard electroweak model relates the axial coupling, $`G_A`$, measured in the charged current process (such as neutron beta decay) to the neutral current process (such as elastic neutrino scattering). For the case of neutrino scattering, the interpretation of $`G_A^\nu `$ is simplified because the neutrino has no (to lowest order) electromagnetic interaction. However, due to the effect of $`\overline{s}s`$ pairs in generating the isoscalar neutral weak form factor, in lowest order we have the relation

$$G_A^\nu =G_A\tau _3+\mathrm{\Delta }s.$$
(8)
Here, $`\mathrm{\Delta }s`$ is the same, scale-dependent quantity that appears in the treatment of spin-dependent deep inelastic scattering222The scale appropriate for the analysis of deep inelastic data is considerably higher than for low-energy neutrino reactions. The evolution of $`\mathrm{\Delta }s`$ between these two scales has not been well-established.. $`G_A(Q^2=0)=1.2601\pm 0.0025`$ is determined in neutron beta decay, and the $`Q^2`$ dependence is measured in charged current neutrino scattering to be

$$G_A(Q^2)=\frac{G_A(Q^2=0)}{(1+\frac{Q^2}{M_A^2})^2}$$
(9)
with $`M_A1.05`$ GeV. In higher order, $`G_A^\nu `$ also contains contributions from electroweak radiative corrections leading to the modified expression

$$G_A^\nu =G_A\tau _3+\mathrm{\Delta }s+R_\nu $$
(10)
where $`R_\nu `$ represents the radiative corrections which are of order $`\alpha `$ as one would expect .

As is evident in Eqn 1, for parity-violating electron scattering the neutral weak axial form factor corresponding to tree-level $`Z`$-exchange is multiplied by the small vector coupling of the electron and $`Z`$, $`|g_V^e|=14\mathrm{sin}^2\theta _W1`$. This suppression of the leading amplitude increases the relative importance of higher order electroweak contributions, including those generated by anapole effects and other electroweak radiative corrections. In particular, processes involving $`\gamma `$-exchange between the electron and proton, as illustrated in Figure 2, do not contain the $`g_V^e`$ suppression factor, and they can produce sizeable corrections to the leading order amplitude. To make this situation evident, we may write

$$G_A^e=G_A^Z+\eta F_A+R_e$$
(11)
where

$$\eta =\frac{8\pi \sqrt{2}\alpha }{14\mathrm{sin}^2\theta _W}=3.45,$$
(12)
$`G_A^Z=G_A\tau _3+\mathrm{\Delta }s`$ (as in Eqn. 8), $`F_A`$ is the nucleon anapole form factor (defined below), and $`R_e`$ are other electroweak radiative corrections.

As discussed in , the separation of $`F_A`$ and $`R_e`$ is actually a theoretical issue and dependent upon the choice of gauge. No set of experiments can yield a separate determination of either quantity; only the sum of terms in Eq. 11 is measurable. For purposes of intuition, however, it is useful to consider these quantities separately. Indeed, this situation is similar to the one encountered in the consideration of the gluon helicity $`\mathrm{\Delta }G`$ that appears in spin-dependent deep inelastic scattering. That quantity is also gauge-dependent, but is naturally associated with the gluon helicity in a particular gauge, the “axial gauge”. This gauge dependent quantity is commonly referred to as the gluon spin structure function  and is quoted in relation to a variety of experimental observables.

The anapole moment has been traditionally defined as the effective parity-violating coupling between a photon and a nucleon . It appears as an additional term in the $`\gamma N`$ interaction when one includes the possibility that parity is not strictly conserved :

$`\epsilon _\mu N|\widehat{V}_\gamma ^\mu |N`$ $``$ $`e\epsilon _\mu \overline{u}_N(p^{})\{F_1\gamma ^\mu {\displaystyle \frac{i}{2m}}F_2\sigma ^{\mu \nu }q_\nu `$ (13)
$`+`$ $`F_A[G_F(q^2\gamma ^\mu q^\nu \gamma _\nu q^\mu )\gamma ^5]\}u(p),`$
where $`\epsilon _\mu `$ is the photon polarization vector. The anapole term, proportional to $`F_A`$, vanishes for real photons, which have $`\epsilon q=0`$ and $`q^2=0`$. It contributes only to parity-violating processes involving virtual photons, where its effect is experimentally indistinguishable from other virtual processes, such as the $`Z\gamma `$ box diagram in Fig. 2. Note also that our normalization of $`F_A`$ differs from that used in the atomic physics literature by a factor of $`m^2G_F`$ with the result that we expect the value of $`F_A`$ could be of order unity. Thus, $`F_A`$ could indeed provide a substantial contribution to $`G_A^e`$ (see Eqn. 11).

The anapole moment has also been considered previously in atomic parity violation experiments. Its definition is analogous to that in Eqn. 13 above, except that it is now a form factor of the atomic nucleus (which may involve many nucleons). In that case, it is expected that the anapole moment will be dominated by many-body weak interaction effects in the nucleus . A value for the anapole moment of the Cesium atom has recently been reported .

In the case of parity-violating $`eN`$ scattering, the anapole type effects associated with the “$`\gamma Z`$ mixing” (Fig. 2) amplitudes are, in fact, the dominant correction. Contributions to this amplitude from gauge boson, charged lepton, and heavy quark loops can be computed reliably in perturbation theory. More care is required, however, in treating non-perturbative strong interaction effects in light quark loops. It is conventional to estimate these effects using a dispersive treatment of $`\sigma (e^+e^{}\text{hadrons})`$ data and flavor SU(3) arguments. This approach may be appropriate for purely leptonic scattering, but it does not give a complete treatment for a proton target. For example, the impact of strong interactions between the virtual quarks in the $`Z\gamma `$ mixing loops and those in the target hadron are not included in the dispersion relation analysis. Contributions to $`F_A`$ involving $`Z`$\- and $`W`$-exchange between the nucleon’s quark constituents have been estimated using various methods  and found to be relatively small. In particular, the chiral perturbation theory treatments of Refs.  include estimates of short distance contributions which may partially account for strong interactions between the $`Z\gamma `$ mixing loops and target quarks. Nevertheless, the appropriate matching of the dispersion relation and effective field theory treatments remains an open theoretical question.

Additional theoretical issues arise when considering the $`Z\gamma `$ box contributions to $`R_e`$. The intermediate hadronic state is generally assumed to be a nucleon in all previous calculations . It is possible, however, that there are significant contributions associated with intermediate $`\mathrm{\Delta }`$ states and other nucleonic excitations. This consideration applies equally to the corrections to neutron and nuclear beta decay (“$`\gamma W`$ box” contributions), neutrinoless $`\beta \beta `$-decay (“$`WW`$ box” diagrams), and nuclear spin-dependent effects in atomic parity violation ($`Z\gamma `$ box diagrams). In principle, a similar statement also applies to precision studies of neutral weak vector form factors in parity-violating electron scattering and determinations of the “weak charge” in atomic parity-violation. In the case of vector hadronic amplitudes, however, the $`Z\gamma `$ box contributions are suppressed by $`g_V^e`$, and the corrections are more reliable. The issue is more serious for $`\beta `$\- and $`0\nu \beta \beta `$-decay, which provide tests of the unitarity of the CKM matrix and lower bounds on the mass of heavy, Majorana neutrinos, respectively, as well as for nuclear spin-dependent effects in atomic parity violation used to probe the nuclear anapole moment. Thus, achieving a better understanding of electroweak radiative corrections on $`G_A^e`$ could have far-reaching consequences for other precision, electroweak studies. Consequently, the study of the anapole contributions and other corrections to $`G_A^e`$ is presently an active area of experimental and theoretical investigation.

The theoretical issues pertaining to $`G_A^e`$ have one additional implication. Because in Eq. 11 $`\mathrm{\Delta }s`$ appears in a linear combination involving the $`\eta F_A`$ and $`R_e`$ terms, parity-violating electron scattering is not well suited to a determination of $`\mathrm{\Delta }s`$. As an alternative, it may be possible to achieve a cleaner determination of $`G_A^s`$ in low energy neutrino scattering , where the axial vector term dominates the cross section and the radiative corrections are under better control. (There is no $`g_V^e`$-suppression of the leading $`Z`$-exchange amplitude, and diagrams such as those in Figure 2 involving a photon exchange do not contribute to neutrino scattering.)

## 4 Experimental Results

Three experimental teams have obtained data on parity-violating elastic electron-nucleon scattering thus far. The first is the SAMPLE experiment at MIT/Bates, which measures the asymmetry at backward angles from both the proton and deuteron at low $`Q^2=0.1`$ (GeV/$`c)^2`$. Those measurements are sensitive to the strange magnetic form factor $`G_M^s`$ and the isovector axial form factor $`G_A^e(T=1)`$, and the results  are shown in Figure 3. The measurements indicate that the magnetic strangeness is small

$$G_M^s(Q^2=0.1)=0.14\pm 0.29\pm 0.31$$
(14)
and consistent with an absence of strange quarks. We can correct this value for the calculated $`Q^2`$ dependence of $`G_M^s`$ using SU(3) chiral perturbation theory  to obtain a result for the strange magnetic moment:

$$\mu _s=0.01\pm 0.29\pm 0.31\pm 0.07$$
(15)
where the third uncertainty accounts for the additional uncertainty associated with the theoretical extrapolation to $`Q^2=0`$. An interesting theoretical question is whether SU(3) chiral perturbation theory provides a reliable guide as to this $`Q^2`$-dependence (see, e.g., Ref. ). Future measurements performed at other values of momentum transfer should provide an answer.

In addition, the SAMPLE experimental result indicates that the substantial modifications of $`G_A^e`$ predicted in  are present, but probably with an even larger magnitude than quoted in that work. It therefore appears that the neutral axial form factor determined in electron scattering is substantially modified from the tree-level $`Z`$-exchange amplitude (as determined in elastic $`\nu `$-$`p`$ scattering). Assuming the calculated small isoscalar axial corrections are not grossly inaccurate, the isovector axial form factor can be determined from the SAMPLE results

$$G_A^e(T=1)=+0.22\pm 0.45\pm 0.39$$
(16)
in contrast with the calculated value  $`G_A^e(T=1)=0.83\pm 0.26`$. This may be an indication that the anapole and other radiative correction effects in the nucleon are somewhat larger (by a factor of 2-3) than expected based on these calculations.

One should note that the calculation of $`G_A^e(T=1)`$ combined with the typical theoretical prediction $`G_M^s=0.3`$ is substantially at variance with the experimental result. Thus the SAMPLE experiment provides important new information on the electroweak and flavor structure of the nucleon.

The second experiment  is the HAPPEX experiment at the Jefferson Laboratory, which measures the forward angle asymmetry from the proton at $`Q^2=0.477`$ (GeV/$`c)^2`$. Their quoted result for the combination of form factors contributing to their measurement is

$$G_E^s+0.392G_M^s=0.025\pm 0.020\pm 0.024.$$
(17)
This precise result also points to a possibly reduced role for strange quarks, is consistent with a previous result from neutrino scattering , and also rules out several theoretical model predictions.

Most recently, the A4 collaboration at the Mainz facility MAMI has completed a measurement of the forward angle asymmetry at $`Q^2=0.225`$ (GeV/$`c)^2`$ , which is sensitive to the linear combination

$$G_E^s+0.21G_M^s.$$
(18)
One expects a value for this quantity to be forthcoming in the near future.

## 5 Conclusion and Outlook

Clearly the recent set of experimental results in parity-violating electron-nucleon scattering have provided significant new constraints on the contributions of strange quark-antiquark pairs to the electromagnetic structure of the nucleon. The interpretation is theoretically clean, and therefore the results can be taken as quite definitive (in contrast to other methods of studying $`\overline{s}s`$ contributions to the spin and mass of the nucleon). This program has been extremely successful in this regard, and we can look forward to additional higher precision data from these experiments.

As can be seen from the existing forward angle measurements, it is essential to perform measurements that enable separate determination of the electric and magnetic form factors as functions of momentum transfer. In addition, as we have learned from SAMPLE, determination of the axial form factor $`G_A^e`$ is also necessary throughout the range of $`Q^2`$. The new “$`G0`$” experiment  to be performed at Jefferson Lab will have the capability to perform a precise determination of all of these form factors as functions of $`Q^2`$. So the search for strangeness effects will be continued both with higher precision and at higher momentum transfers.

The SAMPLE experiment has also focused attention on the interesting new topic of electroweak corrections to the axial form factor, and the importance of anapole effects and higher order terms in “box diagrams”. The significance of nucleon structure effects in these amplitudes presents a new and important challenge for theory, with relevant applications to precision electroweak tests in beta decay and atomic parity violation.

## 6 Acknowledgements

The authors would like to thank G. T. Garvey for a careful reading of the manuscript and useful suggestions. This work was supported by NSF grant PHY-0071856 and DOE contract no. DE-FG02-00ER41146.


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# Integration over matrix spaces with unique invariant measures

## I Introduction

The calculation of group integrals of monomials of matrix elements for compact Lie groups has a long tradition going back to Ullah and Porter . Their results were later extended  to the space of symmetric unitary matrices endowed with Dyson’s invariant measure . The problem was nearly dormant for some years but was recently solved completely for the orthogonal group by recursion . Unfortunately, it seems that there is no easy generalization of this method to other groups. The method proposed in Ref. , on the other hand, is quite general but soon becomes rather cumbersome. Moreover, that method is not suited for computer–supported analytical work.

Aside from their immanent group–theoretical significance, group integrals over monomials of matrix elements for compact Lie groups are important in applications of random–matrix theory. This field has seen an explosive growth over the last decade and has become an important tool in a great variety of fields in physics, chemistry and related areas . This fact lends further urgency to the evaluation of the above–mentioned group integrals.

In this paper, we present and analyse a novel approach to the problem. We encountered the problem in the study of a random–matrix model for a class of chaotic systems (the semi–separable systems) . We found that we could use the invariants of the orthogonal group to construct a weight function. With the help of this function, it was possible to evaluate the group integrals in question by simple Wick contractions. We implemented the scheme on the computer and found that beyond the expected exact results for low–order monomials, monomials of higher order were also calculated correctly up to and including the sub–leading order in $`1/N`$ where $`N`$ is the dimension of the matrices under consideration. We conjectured that this statement holds for monomials of any order. It is the purpose of the present paper to extend and prove the conjecture and to explore the scope of its validity beyond the orthogonal group.

The group integrals extend over a compact matrix space with a measure which is uniquely determined by the underlying symmetry group. In order to reduce the computation to Wick contractions, we consider an extended matrix space where all matrix elements are independent Gaussian variables. In this space, all integrations trivially reduce to Wick contractions and can easily be implemented in many programming languages. The constraints due to the group structure are then introduced in an approximate fashion through a weight function $`w`$ appearing as factor in the integrand. This function is chosen in such a way that the integrals yield the exact values for the lowest–order invariants of the group. It turns out that $`w`$ is not always positive and, thus, not a measure. This, however, is not a significant obstacle.

Candidates for our spaces are the orthogonal group $`\mathrm{O}(N)`$, the unitary group $`\mathrm{U}(N)=\mathrm{CUE}(N)`$, also known as the circular unitary ensemble, the circular orthogonal ensemble of symmetric unitary matrices $`\mathrm{COE}(N)`$, and the circular symplectic ensemble which is isomorphic to the unitary symplectic group $`\mathrm{CSE}(N)=\mathrm{USP}(2N)`$. We note that $`\mathrm{COE}(N)`$ is not a group — for all other cases we can use the Haar measure, while in this case we have to use Dyson’s invariant measure.

We first present our arguments for the case of the orthogonal group. In Section II we construct the weight function $`w`$ from the invariants of the orthogonal group. We show that the defining equations for $`w`$ always have a unique solution. We give explicit expressions for $`w`$ in the simplest cases. We show that low–order monomials are calculated exactly using Wick contraction. In Section III, we show that monomials of higher order are evaluated correctly by Wick contraction, up to an error of order $`N^\alpha `$. We establish a lower bound for the exponent $`\alpha `$. In Section IV we extend our arguments to other matrix spaces. We give explicit expressions for the weight functions for $`\mathrm{U}(N)`$ and for $`\mathrm{COE}(N)`$. The more involved and less important case of CSE is only touched upon.

## II The Weight Function for $`\mathrm{O}(N)`$

As explained in Section I, we start with a space of real matrices $`M`$. The elements are taken as independent Gaussian–distributed variables with zero mean and identical variances. In other words, our measure $`d\mu _g`$ for integration is the product of the differentials of all matrix elements times $`𝒩\mathrm{exp}\{N\mathrm{trace}(MM^T)\}`$ where $`𝒩`$ is a normalization factor. We recall that $`N`$ is the dimension of the matrices $`M`$. We are interested in values of $`N1`$. The measure is invariant under right or left multiplication of $`M`$ with any orthogonal matrix. To restrict the integration to the orthogonal group, we could think of multiplying $`d\mu _g`$ with a set of delta functions expressing all the constraints due to orthonormality. This is clearly impractical. Instead, we modify the measure by multiplying $`d\mu _g`$ with a weight function $`w_\kappa `$. This function is chosen in such a way that all orthogonal invariants up to and including order $`2\kappa `$ are exactly reproduced when we use $`w_\kappa `$ as a weight function under the integrals over $`M`$. We note in passing that our present notation differs from that of Ref. . Our index $`\kappa `$ equals two times the index $`k`$ used there.

To determine $`w_\kappa `$, we consider all invariants $`I_j(O)`$ up to order $`2\kappa `$ in the matrix elements $`O`$ of the orthogonal group. Here, $`j`$ is a running index. We recall that all such invariants are even in the $`O`$’s. In every invariant $`I_j(O)`$, we replace $`O`$ by $`M`$ to obtain $`I_j(M)`$. We write $`w_\kappa `$ as a linear combination of all the $`I_j(M)`$’s up to order $`2\kappa `$ in $`M`$. The coefficients of the linear combination are determined by the requirement that the average of every $`I_j(M)`$, calculated by integration over $`d\mu _g`$ with weight function $`w_\kappa `$, yields the same result as integration of $`I_j(O)`$ over the orthogonal group. We recall that with $`n`$ a positive integer, the invariants of the orthogonal group are given by expressions of the form $`\mathrm{tr}\{(OO^T)^n\}`$, or by products of such expressions. We accordingly write the quantities $`I_j(M)`$ in the form

$$I_𝐤^{(k)}(M)=\underset{k_i}{}\mathrm{tr}\{(MM^T)^{k_i}\}.$$
(1)
Here $`2k`$ denotes the degree of $`I`$ in $`M`$, and $`𝐤=(k_1,k_2,\mathrm{})`$ is a partition of $`k`$ into positive integers $`k_i1`$ with $`k_1+k_2+\mathrm{}=k`$. Without loss of generality we require that $`k_1k_2\mathrm{}`$. The weight function $`w_\kappa `$ is now written as

$$w_\kappa (M)=a_0^{(\kappa )}+\underset{k=1}{\overset{\kappa }{}}\underset{𝐤}{}a_𝐤^{(\kappa )}I_𝐤^{(k)}(M).$$
(2)
The sum on the right–hand side of Eq. (2) extends over a complete set of linearly independent invariants up to order $`2\kappa `$ in $`M`$.

We determine the coefficients $`a_𝐤^{(\kappa )}`$ from the conditions of orthonormality. More precisely, we require that the relations

$`{\displaystyle 𝑑\mu _gw_\kappa (M)}`$ $`=`$ $`1,`$ (3)
$`{\displaystyle 𝑑\mu _gw_\kappa (M)(MM^T)_{i_1j_1}}`$ $`=`$ $`\delta _{i_1,j_1},`$ (4)
$`{\displaystyle 𝑑\mu _gw_\kappa (M)(MM^T)_{i_1j_1}(MM^T)_{i_2j_2}}`$ $`=`$ $`\delta _{i_1,j_1}\delta _{i_2,j_2},`$ (5)
$`\mathrm{}`$ (6)
$`{\displaystyle 𝑑\mu _gw_\kappa (M)(MM^T)_{i_1j_1}(MM^T)_{i_2j_2}\mathrm{}(MM^T)_{i_\kappa j_\kappa }}`$ $`=`$ $`\delta _{i_1,j_1}\delta _{i_2,j_2}\times \mathrm{}\times \delta _{i_\kappa ,j_\kappa }`$ (7)
be fulfilled identically. Relations of the form (7) hold for any value of $`\kappa `$ for the orthogonal group but must be imposed for the integration over the matrices $`M`$.

Eqs. (7) determine the coefficients $`a_𝐤^{(\kappa )}`$ uniquely. To show this, we take traces over these equations in such a way that the integrals on the left–hand sides take the form $`𝑑\mu _gw_\kappa (M)I_𝐤^{(k)}(M)`$. The resulting set of equations has the form

$$𝑑\mu _gw_\kappa (M)I_𝐤^{(k)}(M)=B_𝐤^{(k)}$$
(8)
where the coefficients $`B_𝐤^{(k)}`$ are given by powers of $`N`$, with $`N`$ the dimension of the matrices $`M`$. Recalling Eq. (2), we see that Eqs. (8) constitute a set of linear equations for the coefficients $`a_𝐤^{(\kappa )}`$. There are obviously as many equations as there are coefficients $`a_𝐤^{(\kappa )}`$. We conclude that Eqs. (8) possess a unique solution unless the determinant of the matrix $`C`$ with elements $`C_{𝐤_\mathrm{𝟏}𝐤_\mathrm{𝟐}}^{(k_1k_2)}=𝑑\mu _gI_{𝐤_\mathrm{𝟏}}^{(k_1)}I_{𝐤_\mathrm{𝟐}}^{(k_2)}`$ vanishes. But if $`det(C_{𝐤_\mathrm{𝟏}𝐤_\mathrm{𝟐}}^{(k_1k_2)})=0`$, there exists a nontrivial solution $`b_{𝐤_\mathrm{𝟐}}^{(k_2)}`$ of the homogeneous equation $`_{k_2𝐤_2}C_{𝐤_\mathrm{𝟏}𝐤_\mathrm{𝟐}}^{(k_1k_2)}b_{𝐤_\mathrm{𝟐}}^{(k_2)}=0`$. The existence of this solution implies that we also have $`_{k_1k_2}_{𝐤_1𝐤_2}b_{𝐤_\mathrm{𝟏}}^{(k_1)}C_{𝐤_\mathrm{𝟏}𝐤_\mathrm{𝟐}}^{(k_1k_2)}b_{𝐤_\mathrm{𝟐}}^{(k_2)}=0`$. Recalling the definition of the matrix $`C`$, we observe that the last relation can be written as $`𝑑\mu _g|_{k_1𝐤_1}I_{𝐤_\mathrm{𝟏}}^{(k_1)}b_{𝐤_\mathrm{𝟏}}^{(k_1)}|^2=0`$. But the integrand in the last expression is positive semidefinite and does not vanish identically. Therefore, it is not possible that $`det(C_{𝐤_\mathrm{𝟏}𝐤_\mathrm{𝟐}}^{(k_1k_2)})`$ vanishes, and the solution of Eqs. (8) exists and is unique. This solution also solves Eqs. (7). To see this, let us assume the contrary and focus attention on the second of Eqs. (7). (The argument is easily extended to the entire set of Eqs. (7)). Inserting the solution of Eqs. (8) into the left–hand side of that equation yields on the right–hand side the terms $`\delta _{i_1j_1}+A_{i_1j_1}`$ where the matrix $`A`$ is both traceless and invariant under every orthogonal transformation. This implies $`A=0`$, in contradiction to the assumption that we did not find a solution of the second of Eqs. (7).

Eqs. (7) imply that the integrals over all polynomials of degree $`n2\kappa `$ in $`M`$ are equal to the corresponding expressions for $`\mathrm{O}(N)`$. To see this, it suffices to consider the integral over an arbitrary monomial of degree $`n`$. It is obvious that the integral vanishes unless $`n`$ is even, $`n=2k`$. We write the monomial as $`^{(n)}=M_{i_1j_1}M_{i_2j_2}\mathrm{}M_{i_nj_n}`$. The integral over $`^{(n)}`$ is obviously invariant under right or left multiplication with any orthogonal transformation. Therefore, the integral over $`^{(n)}`$ must be a linear combination of invariants multiplied by a suitable set of Kronecker deltas in the indices $`i_1,\mathrm{},i_n`$ and $`j_1,\mathrm{},j_n`$. By construction the invariants have the same values as in $`\mathrm{O}(N)`$.

Inspection shows that the weight function $`w_0=1`$ fulfills the second of Eqs. (7) automatically. Thus, $`w_1=w_0`$ and, therefore, $`a_0^{(1)}=1,a_1^{(1)}=0`$. The first nontrivial condition is, therefore, the one appearing in line 3 of Eqs. (7). This condition (and all that follow below it) is violated by $`w_0`$. We now give the explicit results for the first few weight functions $`w_\kappa `$. These were obtained with the help of the Mathematica program. For $`\kappa =2`$, we find

$`a_0^{(2)}`$ $`=`$ $`1{\displaystyle \frac{N^2}{4}}`$ (9)
$`a_1^{(2)}`$ $`=`$ $`{\displaystyle \frac{N}{2}}`$ (10)
$`a_2^{(2)}`$ $`=`$ $`{\displaystyle \frac{N^3}{4(1+N)(2+N)}}`$ (11)
$`a_{11}^{(2)}`$ $`=`$ $`{\displaystyle \frac{N^2}{4(1+N)(2+N)}}.`$ (12)
For $`\kappa =3`$, we have

$`a_0^{(3)}`$ $`=`$ $`1{\displaystyle \frac{7N^2}{12}}`$ (13)
$`a_1^{(3)}`$ $`=`$ $`{\displaystyle \frac{3N}{2}}`$ (14)
$`a_2^{(3)}`$ $`=`$ $`{\displaystyle \frac{5N^3}{4(1+N)(2+N)}}`$ (15)
$`a_{11}^{(3)}`$ $`=`$ $`{\displaystyle \frac{5N^2}{4(1+N)(2+N)}}`$ (16)
$`a_3^{(3)}`$ $`=`$ $`{\displaystyle \frac{N^5}{3(2+N)(1+N)(2+N)(4+N)}}`$ (17)
$`a_{21}^{(3)}`$ $`=`$ $`{\displaystyle \frac{N^4}{(2+N)(1+N)(2+N)(4+N)}}`$ (18)
$`a_{111}^{(3)}`$ $`=`$ $`{\displaystyle \frac{2N^3}{3(2+N)(1+N)(2+N)(4+N)}}.`$ (19)
For $`\kappa =4`$, we have

$`a_0^{(4)}`$ $`=`$ $`1{\displaystyle \frac{23N^2}{24}}+{\displaystyle \frac{N^4}{32}}`$ (20)
$`a_1^{(4)}`$ $`=`$ $`3N{\displaystyle \frac{N^3}{8}}`$ (21)
$`a_2^{(4)}`$ $`=`$ $`{\displaystyle \frac{60N^3+N^5}{16\left(1+N\right)\left(2+N\right)}}`$ (22)
$`a_{11}^{(4)}`$ $`=`$ $`{\displaystyle \frac{56N^2+2N^3+N^4}{16\left(1+N\right)\left(2+N\right)}}`$ (23)
$`a_3^{(4)}`$ $`=`$ $`{\displaystyle \frac{7N^5}{3\left(2+N\right)\left(1+N\right)\left(2+N\right)\left(4+N\right)}}`$ (24)
$`a_{21}^{(4)}`$ $`=`$ $`{\displaystyle \frac{48N^42N^5N^6}{8\left(2+N\right)\left(1+N\right)\left(2+N\right)\left(4+N\right)}}`$ (25)
$`a_{111}^{(4)}`$ $`=`$ $`{\displaystyle \frac{88N^3+6N^4+3N^5}{24\left(2+N\right)\left(1+N\right)\left(2+N\right)\left(4+N\right)}}`$ (26)
$`a_4^{(4)}`$ $`=`$ $`{\displaystyle \frac{N^7\left(6+5N\right)}{8\left(3+N\right)\left(2+N\right)\left(1+N\right)\left(1+N\right)\left(2+N\right)\left(4+N\right)\left(6+N\right)}}`$ (27)
$`a_{31}^{(4)}`$ $`=`$ $`{\displaystyle \frac{N^6\left(6+5N\right)}{2\left(3+N\right)\left(2+N\right)\left(1+N\right)\left(1+N\right)\left(2+N\right)\left(4+N\right)\left(6+N\right)}}`$ (28)
$`a_{22}^{(4)}`$ $`=`$ $`{\displaystyle \frac{N^7\left(18+5N+N^2\right)}{32\left(3+N\right)\left(2+N\right)\left(1+N\right)\left(1+N\right)\left(2+N\right)\left(4+N\right)\left(6+N\right)}}`$ (29)
$`a_{211}^{(4)}`$ $`=`$ $`{\displaystyle \frac{N^5\left(72+78N+5N^2+N^3\right)}{16\left(3+N\right)\left(2+N\right)\left(1+N\right)\left(1+N\right)\left(2+N\right)\left(4+N\right)\left(6+N\right)}}`$ (30)
$`a_{1111}^{(4)}`$ $`=`$ $`{\displaystyle \frac{N^4\left(72+78N+5N^2+N^3\right)}{32(3+N)(2+N)(1+N)(1+N)(2+N)(4+N)(6+N).}}`$ (31)
We note that with increasing $`\kappa `$, the expressions become rather involved. Moreover, the coefficients $`a_𝐤^{(\kappa )}`$ with the same lower indices $`𝐤`$ change with $`\kappa `$.

## III Monomials of Higher Order for $`\mathrm{O}(N)`$: The $`1/N`$ Expansion

We have seen that integrals over all polynomials of degree $`n2\kappa `$ have the same values as for $`\mathrm{O}(N)`$. What about polynomials of higher order? Again, it suffices to consider monomials $`^{(k)}`$ of even degree $`2k`$ with $`k>\kappa `$. We show that the integral over $`^{(k)}`$ coincides with the result for $`\mathrm{O}(N)`$ up to terms of order $`N^\alpha `$ where the integer exponent $`\alpha `$ is positive and independent of $`k`$. More precisely, we show that for $`k>\kappa `$, we have

$$N^k𝑑\mu _gw_\kappa (M)\underset{\nu =1}{\overset{2k}{}}M_{i_\nu j_\nu }=N^k𝑑h_{\mathrm{O}(N)}\underset{\nu =1}{\overset{2k}{}}O_{i_\nu j_\nu }+𝒪\left(1/N^\alpha \right)\mathrm{where}\alpha [\kappa /2]+1.$$
(32)
Here $`[\kappa /2]`$ indicates the integer part of $`\kappa /2`$, and $`dh_{\mathrm{O}(N)}`$ denotes the Haar measure for integration over $`\mathrm{O}(N)`$. We note that the factors $`N^k`$ in front of the integrals normalise the $`N`$-dependence so that these terms are (at most) of order $`1`$. Another equivalent form of Eq. (32) is obtained by summing over pairs of indices $`j_1=j_2,j_3=j_4,\mathrm{}`$. This removes the factors $`N^k`$ and yields

$$𝑑\mu _gw_\kappa (M)\underset{\nu =1}{\overset{k}{}}(MM^T)_{i_\nu l_\nu }=𝑑h_{\mathrm{O}(N)}\underset{\nu =1}{\overset{k}{}}(OO^T)_{i_\nu l_\nu }+𝒪\left(1/N^\alpha \right)\mathrm{where}\alpha [\kappa /2]+1.$$
(33)
The equivalence of Eq. (32) and Eq. (33) follows from the fact the matrix $`C`$ discussed above, if defined with respect to properly scaled monomials, does not depend on $`N`$. The remainder of this Section is devoted to proving Eq. (33).

It is useful to introduce a few auxiliary concepts. We consider Gaussian integrals over monomials of $`M`$ without the weight function $`w_\kappa `$. We write for brevity

$$𝑑\mu _g\underset{\nu =1}{\overset{k}{}}(MM^T)_{i_\nu l_\nu }=(MM^T)^k_g$$
(34)
where the index $`g`$ indicates the purely Gaussian integration. To define the completely correlated part of this expression, we consider first the case $`k=2`$. We use Wick contraction and have

$$(MM^T)^2_g=(MM^T)_g(MM^T)_g+(MM^T)^2_{gc}.$$
(35)
The last term on the right–hand side of Eq. (35) is the completely correlated term. For the general case of arbitrary order $`2k`$, we define the correlated part $`(MM^T)^k_{gc}`$ as that contribution to $`(MM^T)^k_g`$ which cannot be written in the form of products of two or more factors, each of which is a complete Wick contraction of powers of $`MM^T`$. It is easy to see that

$$(MM^T)^k_{gc}=𝒪\left(1/N^{k1}\right).$$
(36)
The linear increase with $`k`$ in inverse powers of $`N`$ in Eq. (36) is due to the fact that every Wick contraction which connects two $`M`$’s appearing in different factors $`MM^T`$ suppresses one summation index. Therefore, the correlated part $`(MM^T)^k_{gc}`$ contributes the highest–order terms in $`1/N`$ to $`(MM^T)^k_g`$.

We now consider integrals involving the weight function $`w_\kappa `$ and use the same notation,

$$𝑑\mu _gw_\kappa \underset{\nu =1}{\overset{k}{}}(MM^T)_{i_\nu l_\nu }=w_\kappa (MM^T)^k_g.$$
(37)
Again using Wick contraction, we define the correlated part $`w_\kappa (MM^T)^k_{gc}`$ of this expression as that part which cannot be written as the product of two or more factors, each of which is a complete Wick contraction of powers of $`MM^T`$ and/or $`w_\kappa `$.

We proceed to show that in the equations relating the integral $`w_\kappa (MM^T)^k_g`$ to the integral over the Haar measure, the leading correction term (lowest order in $`1/N`$) which does not cancel is given by

$$w_\kappa (MM^T)^k_{gc}=𝒪\left(1/N^{[(k+1)/2]}\right)\mathrm{for}1<k\kappa .$$
(38)
This relation is based upon the assumption that there is no accidental cancellation among the terms contributing to lowest order in $`1/N`$. Therefore, $`[(k+1)]/2`$ actually constitutes a lower bound on the exponent of $`1/N`$.

To prove the relation (38), we rewrite the defining equations for $`w_\kappa `$, Eqs. (7), as follows. We consider the expression $`w_\kappa (MM^T)^k_g`$ with $`k`$ integer and $`k\kappa `$. We decompose this expression into correlated contributions. These originate from all partitions $`𝐤=(k_1,k_2,\mathrm{})`$ of $`k`$ with $`k_ik_{i+1}`$ and $`_ik_i=k`$. We denote by $`i_0`$ the smallest index for which all $`k_i`$ with $`i>i_0`$ are equal to one. Then, we have

$$w_\kappa (MM^T)^k_g=\underset{𝐤}{}\underset{i}{}(MM^T)^{k_i}_{gc}+\underset{𝐤\mathrm{𝟏}^k}{}\underset{i}{\overset{i_0}{}}w_\kappa (MM^T)^{k_i}_{gc}\underset{ji}{}(MM^T)^{k_j}_{gc}.$$
(39)
In the first term on the right–hand side, we have used that $`w_\kappa _g=1`$. In the second term, we have used that $`w_\kappa (MM^T)_{gc}=0`$. Trivially, the second sum on the right–hand side of Eq. (39) does not extend over the partition $`\mathrm{𝟏}^k=(1,1,1,\mathrm{})`$ ($`k`$ terms unity). According to Eqs. (7), the expression in Eq. (39) equals $`((MM^T)_g)^k`$. This equals the contribution from the first sum on the right–hand side for the partition $`\mathrm{𝟏}^k`$. The remaining terms must vanish,

$$\underset{𝐤\mathrm{𝟏}^k}{}\underset{i}{}(MM^T)^{k_i}_{gc}+\underset{𝐤\mathrm{𝟏}^k}{}\underset{i}{\overset{i_0}{}}w_\kappa (MM^T)^{k_i}_{gc}\underset{ji}{}(MM^T)^{k_j}_{gc}=0.$$
(40)
Eq. (40) must hold for all values of $`k`$ with $`k\kappa `$. To proceed, we observe that the partitions of $`k`$ can be grouped into classes as follows: Partitions within the same class carry the same number $`p`$ of $`k_i`$’s that have value unity. The classes are labeled by $`p`$, namely $`𝒞_p`$. For instance, for $`k=6`$, class $`𝒞_2`$ contains the partitions $`(4,1,1)`$ and $`(2,2,1,1)`$. In Eq. (40), we order the sum over $`𝐤`$ by grouping together all partitions which belong to the same class. We show presently that each such contribution must vanish separately. Then, we have for every $`p=0,1,\mathrm{},k2`$ that

$$\underset{𝐤\mathrm{𝟏},𝐤𝒞_p}{}(MM^T)^{k_i}_{gc}+\underset{𝐤𝒞_p}{}\underset{i}{\overset{i_0}{}}w_\kappa (MM^T)^{k_i}_{gc}\underset{ji}{}(MM^T)^{k_j}_{gc}=0.$$
(41)
Eq. (41) follows directly from the facts that Eq. (40) holds for all $`k\kappa `$, and that the contributions from class $`𝒞_p`$ to a partition of $`k`$ are the same as the contributions of class $`𝒞_0`$ to a partition of $`kp`$, except for a string of Kronecker delta’s due to the factors $`((MM^T)_g)^p`$.

We are now in the position to prove the relation (38). We observe that in Eqs. (41), the term $`w_\kappa (MM^T)^k_{gc}`$ appears only in the class $`𝒞_0`$. Therefore, we have

$`w_\kappa (MM^T)^k_{gc}`$ $`=`$ $`{\displaystyle \underset{𝐤𝒞_0}{}}{\displaystyle \underset{i}{}}(MM^T)^{k_i}_{gc}`$ (43)
$`{\displaystyle \underset{𝐤𝒞_0,𝐤(k)}{}}{\displaystyle \underset{i}{}}w_\kappa (MM^T)^{k_i}_{gc}{\displaystyle \underset{ji}{}}(MM^T)^{k_j}_{gc}.`$
Using complete induction, i.e., assuming that the relation (38) holds for all values of $`k^{}`$ with $`k^{}<k`$, and using Eq. (36), we conclude from Eq. (43) that the relation (38) also holds for $`k^{}+1=k`$. The terms of lowest order in $`1/N`$ originate from partitions which have either the form $`(2,2,2,\mathrm{})`$ (for even $`k`$) or $`(3,2,2,2,\mathrm{})`$ (for odd $`k`$). Again, we cannot rule out the occurrence of accidental cancellations which would increase the power $`[(k+1)]/2`$ in the relation (38).

Having established the relation (38), we turn to the center piece of this Section, Eq. (33). We first consider the case $`k=\kappa +1`$ and decompose the integral into correlated terms with contributions from all partitions of $`\kappa +1`$. For these partitions, we write $`𝐊+\mathrm{𝟏}=(k_1,k_2,\mathrm{})`$ with $`k_1+k_2+\mathrm{}=\kappa +1`$ and $`k_1k_2\mathrm{}`$. We use the notation introduced above. Then,

$`w_\kappa (MM^T)^{\kappa +1}_g`$ $`=`$ $`{\displaystyle \underset{p}{}}{\displaystyle \underset{(𝐊+\mathrm{𝟏})𝒞_p}{}}{\displaystyle \underset{i}{}}(MM^T)^{k_i}_{gc}`$ (45)
$`+{\displaystyle \underset{p}{}}{\displaystyle \underset{(𝐊+\mathrm{𝟏})𝒞_p}{}}{\displaystyle \underset{i}{\overset{i_0}{}}}w_\kappa (MM^T)^{k_i}_{gc}{\displaystyle \underset{ji}{}}(MM^T)^{k_j}_{gc}.`$
Eqs. (41) imply that all terms with $`p0`$ and $`p\kappa +1`$ vanish, and we are left with

$`w_\kappa (MM^T)^{\kappa +1}_g`$ $`=`$ $`((MM^T)_g)^{\kappa +1}+{\displaystyle \underset{(𝐊+\mathrm{𝟏})𝒞_0}{}}{\displaystyle \underset{i}{}}(MM^T)^{k_i}_{gc}`$ (47)
$`+{\displaystyle \underset{(𝐊+\mathrm{𝟏})𝒞_0}{}}{\displaystyle \underset{i}{}}w_\kappa (MM^T)^{k_i}_{gc}{\displaystyle \underset{ji}{}}(MM^T)^{k_j}_{gc}.`$
We use the same argument as in the previous paragraph and the result (38) and Eq. (36). We conclude that the contributions of lowest order in $`1/N`$ result from the partitions $`(2,2,2,\mathrm{})`$ or $`(3,2,2,2,\mathrm{})`$, respectively, and arrive at Eq. (33). The exponent $`\alpha `$ has the value $`\alpha [\kappa /2]+1`$. In writing the inequality sign, we again allow for the possibility that an accidental cancellation of contributions from these partitions occurs.

We finally have to consider the case where $`k\kappa =n>1`$. Decomposing the expression $`w_\kappa (MM^T)^{\kappa +n}_g`$ as in Eq. (45), we easily see that the terms of lowest nonvanishing order in $`1/N`$ stem from the partitions in class $`𝒞_{n1}`$. But these give exactly the same contributions as those for $`k=\kappa +1`$ that were estimated in the last paragraph. This completes the proof of Eq. (33).

## IV The unitary group and other unitary ensembles

In this Section, we primarily address integrals over momomials of unitary matrices $`U`$ with respect to the Haar measure of the unitary group. We start with Gaussian integrals over complex matrices $`M`$. The real and imaginary parts of the matrix elements are independent and Gaussian–distributed. The integrals are again worked out using Wick contractions. For the weight function $`w_\kappa ^u`$, we write in analogy to Eq. (2)

$$w_\kappa ^u(M)=b_0^{(\kappa )}+\underset{k=1}{\overset{\kappa }{}}\underset{𝐤}{}b_𝐤^{(\kappa )}I_𝐤^{(k)}(M).$$
(48)
The invariants are defined as in Eq. (1) with $`MM^T`$ replaced by $`MM^{}`$ where  stands for Hermitean conjugation. The upper index $`u`$ refers to the unitary case. The values of the coefficients $`b_𝐤^\kappa `$ are, of course, not the same as for the orthogonal case. The arguments for the existence and uniqueness of the solutions carry over without change, and again computer programs are available to perform the contractions and calculate the coefficients $`b_𝐤^\kappa `$. For $`w_2^u`$ and $`w_4^u`$ we find

$`b_0^2`$ $`=`$ $`1{\displaystyle \frac{N^2}{2}}`$ (49)
$`b_1^2`$ $`=`$ $`N`$ (50)
$`b_2^2`$ $`=`$ $`{\displaystyle \frac{N^3}{2(N1)(N+1)}}`$ (51)
$`b_{11}^2`$ $`=`$ $`{\displaystyle \frac{N^2}{2(N1)(N+1)}},`$ (52)
and

$`b_0^4`$ $`=`$ $`{\displaystyle \frac{2446N^2+3N^4}{24}}`$ (53)
$`b_1^4`$ $`=`$ $`{\displaystyle \frac{\left(N\left(12+N^2\right)\right)}{2}}`$ (54)
$`b_2^4`$ $`=`$ $`{\displaystyle \frac{N^3\left(30+N^2\right)}{4\left(1+N\right)\left(1+N\right)}}`$ (55)
$`b_{11}^4`$ $`=`$ $`{\displaystyle \frac{N^2\left(28+N^2\right)}{4\left(1+N\right)\left(1+N\right)}}`$ (56)
$`b_3^4`$ $`=`$ $`{\displaystyle \frac{14N^5}{3\left(2+N\right)\left(1+N\right)\left(1+N\right)\left(2+N\right)}}`$ (57)
$`b_{21}^4`$ $`=`$ $`{\displaystyle \frac{N^4\left(24+N^2\right)}{2\left(2+N\right)\left(1+N\right)\left(1+N\right)\left(2+N\right)}}`$ (58)
$`b_{111}^4`$ $`=`$ $`{\displaystyle \frac{N^3\left(44+3N^2\right)}{6\left(2+N\right)\left(1+N\right)\left(1+N\right)\left(2+N\right)}}`$ (59)
$`b_4^4`$ $`=`$ $`{\displaystyle \frac{5N^7}{4\left(3+N\right)\left(2+N\right)\left(1+N\right)\left(1+N\right)\left(2+N\right)\left(3+N\right)}}`$ (60)
$`b_{31}^4`$ $`=`$ $`{\displaystyle \frac{5N^6}{\left(3+N\right)\left(2+N\right)\left(1+N\right)\left(1+N\right)\left(2+N\right)\left(3+N\right)}}`$ (61)
$`b_{22}^4`$ $`=`$ $`{\displaystyle \frac{N^6\left(6+N^2\right)}{8\left(3+N\right)\left(2+N\right)\left(1+N\right)\left(1+N\right)\left(2+N\right)\left(3+N\right)}}`$ (62)
$`b_{211}^4`$ $`=`$ $`{\displaystyle \frac{N^5\left(36+N^2\right)}{4\left(3+N\right)\left(2+N\right)\left(1+N\right)\left(1+N\right)\left(2+N\right)\left(3+N\right)}}`$ (63)
$`b_{1111}^4`$ $`=`$ $`{\displaystyle \frac{N^4\left(36+N^2\right)}{8\left(3+N\right)\left(2+N\right)\left(1+N\right)\left(1+N\right)\left(2+N\right)\left(3+N\right)}}.`$ (64)
The arguments determining the leading contribution to the $`1/N`$ expansion are the same ones as for the orthogonal group. Thus, we have to increase $`\kappa `$ by two to improve the error by one order in $`1/N`$ in the calculation of monomials of high order. This is the reason for our not giving $`w_3^u`$ but only $`w_4^u`$ which yields correct values for the integrals up to order $`1/N^2`$.

For COE and CSE, the situation is slightly more complicated. The constraints on the matrices are not expressible in a simple way in terms of products as done in Eqs. (7). It seems, therefore, most convenient to limit the space of independent matrix elements from the outset. In the case of the COE this is fairly simple: The symmetry reduces the number of independent complex matrix elements to $`N(N+1)/2`$. Therefore, we consider Gaussian averages in the space of complex symmetric matrices $`S=S^T`$. We accordingly have a contraction rule with two terms,

$$𝑑\mu _g(S)S_{ij}^{}S_{kl}=\frac{1}{N}\left(\delta _{ik}\delta _{jl}+\delta _{il}\delta _{jk}\right).$$
(65)
The invariants are now defined in terms of $`SS^{}`$. Introducing the rule (65) into our program we can again calculate $`w_\kappa ^c`$. As an example we the coefficients $`c_𝐤^2`$ for $`w_2^c`$,

$`c_0^2`$ $`=`$ $`1{\displaystyle \frac{N(N+1)}{4}}`$ (66)
$`c_1^2`$ $`=`$ $`{\displaystyle \frac{N+1}{2}}`$ (67)
$`c_2^2`$ $`=`$ $`{\displaystyle \frac{(N+1)^3}{4N(N+3)}}`$ (68)
$`c_{11}^2`$ $`=`$ $`{\displaystyle \frac{(N+1)^2}{4N(N+3)}}.`$ (69)
In addition, the following subtle point must be considered. In Section II we have used the invariance of the Haar measure to justify that contraction with $`w_\kappa `$ gives exact results for all polynomials up to order $`2\kappa `$ in the matrix elements. In the present case we have no invariance group and by consequence no Haar measure. On the other hand Dyson’s measure with respect to which we integrate, is also totally defined by an invariance group albeit a smaller one than that of $`\mathrm{U}(N)`$. The important point is that again the measure is uniquely defined by a linear group of transformations. The orthogonality conditions resulting from the unitarity of the matrices are the same and symmetry is taken into account explicitly in the contractions. Therefore all arguments again go through and indeed inspection of the results obtained by our code with those obtained in Ref.  shows agreement.

The case of CSE is simpler because it involves an invariance group, but more complicated because the matrices are symplectic. Two ways seem open to address this case. We might include the symplectic property from the outset in the contraction rules, or we might introduce this property as a constraint in the expression for the weight function. While both ways seem possible it is not clear which one is easier to follow. In view of the fact that CSE is of minor importance for practical applications, we have left this problem open. It is clear, however, that it can be tackled along the same lines.

## V Conclusions

We have presented a systematic way to calculate integrals over monomials of matrix elements for compact matrix groups and for other matrix ensembles whose measure is defined uniquely by an invariance group, such as the circular orthogonal ensemble of unitary symmetric matrices. This method gives exact results for monomials of low order. For higher–order monomials, it leads to an error of order $`1/N^\alpha `$ which is independent of the degree of the monomial. We have given a lower bound on the integer $`\alpha `$, and we have shown how $`\alpha `$ can be increased systematically. The method is particularly suited for symbolic computer calculation. Codes are available for $`\mathrm{O}(N),\mathrm{U}(N)`$ as well as for the circular orthogonal ensemble in Mathematica and in C from one of the authors (T.P.).

## Acknowledgments

We wish to thank B. Dietz and F. Leyvraz for helpful discussions. T.H.S. wishes to thank the Humboldt Foundation for its generous support. T.P acknowledges financial support by the Ministry of Education, Science and Sport of the Republic of Slovenia