We present Chebyshev type cubature rules for the exact integration of rational symmetric functions with poles on prescribed coordinate hyperplanes. Here the integration is with respect to the densities of unitary Jacobi ensembles stemming from the Haar measures of the orthogonal and the compact symplectic Lie groups.
|Number of pages||12|
|Journal||Constructive Approximation: an international journal for approximations and expansions|
|Publication status||E-pub ahead of print - 4 Aug 2020|
- Compact Lie groups
- Cubature rules
- Haar measures
- Random matrices