Averages over classical compact Lie groups and Weyl characters

We compute $E_G (\prod_i \tr(g^{λ_i}))$, where $G=Sp(2n)$ or $SO(m) (m=2n, 2n+1)$ with Haar measure. This was first obtained by Persi Diaconis and Mehrdad Shahshahani, but our proof is more self-contained and gives a combinatorial description for the answer. We also consider how averages of general symmetric functions $E_G f_n$ are affected when we introduce a Weyl character $χ^G_λ$ into the integrand. We show that the value of $E_G χ^G_λf_n / E_G f_n$ approaches a constant for large $n$. More surprisingly, the ratio we obtain only changes with $f_n$ and $λ$ and is independent of the Cartan type of $G$. Even in the unitary case, Daniel Bump and Persi Diaconis have obtained the same ratio. Finally, those ratios can be combined with asymptotics for $E_G f_n$ due to Kurt Johansson and provide asymptotics for $E_G χ^G_λf_n$.

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