MATRIX AIRY FUNCTIONS FOR COMPACT LIE GROUPS

The classical Airy function has been generalized by Kontsevich to a function of a matrix argument, which is an integral over the space of skew-hermitian matrices of a unitary-invariant exponential kernel. In this paper, the Kontsevich integral is further generalized to integrals over the Lie algebra of an arbitrary connected compact Lie group, using exponential kernels invariant under the group. The ( real) polynomial defining this kernel is said to have the Airy property if the integral defines a function of moderate growth. A very general sufficient criterion for a polynomial to have the Airy property is given. It is shown that an invariant polynomial on the Lie algebra has the Airy property if its restriction to a Cartan subalgebra has the Airy property. This result is used to evaluate these invariant integrals completely and explicitly on the hermitian matrices, obtaining formulae that contain those of Kontsevich as special cases.