Finite free convolutions via Weingarten calculus

Abstract

We consider the three finite free convolutions for polynomials studied in a recent paper by Marcus, Spielman, and Srivastava. Each can be described either by direct explicit formulae or in terms of operations on randomly rotated matrices. We present an alternate approach to the equivalence between these descriptions, based on combinatorial Weingarten methods for integration over the unitary and orthogonal groups. A key aspect of our approach is to identify a certain \emph{quadrature property}, which is satisfied by some important series of subgroups of the unitary groups (including the groups of unitary, orthogonal, and signed permutation matrices), and which yields the desired convolution formulae.