Hua type integrals over unitary groups and over projective limits of unitary groups

Abstract

We discuss some natural maps from a unitary group U(n) to a smaller group U(n-m) (these maps are versions of the Livshic characteristic function). We calculate explicitly the direct images of the Haar measure under some maps. We evaluate some matrix integrals over classical groups and some symmetric spaces (values of the integrals are products of Gamma-functions). These integrals generalize Hua Loo Keng integrals. We construct inverse limits of unitary groups equipped with analogues of the Haar measure and evaluate some integrals over these inverse limits.