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$\DeclareMathOperator\Mat{Mat}$Let $\mathbb{F}$ be a non-Archimedean local field. Let $\mathcal{O}$ be its ring of integers with a uniformizer $\pi$. Let $|\cdot|\colon \mathbb{F}\to \mathbb{R}$ be the standard norm normalized so that $|\pi|=q^{-1}$ where $q$ is the cardinality of the residue field.

Is it possible to compute explicitly the integral over the space of integer $n\times n$-matrices $$\int_{\Mat_{n\times n}(\mathcal{O})}|\det X|^s\,\,dX,$$ where $s\in \mathbb{C}$, $dX$ is the Haar probability measure on the compact group of matrices $\Mat_{n\times n}(\mathcal{O})$? I am particularly interested in the case $s=1$.

This integral appears in the formula for intertwining integral for representations of $\operatorname{GL}_N(\mathbb{F})$.

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I do not know whether the following computation may be carried on to give a simple formula. May be is there a reference giving the value of your integral, but I do not know it.

By using the elementary divisor theorem, you are reduced to sum a series whose terms are of the form $$ \int_{K.t_\lambda .K} \vert {\rm det} X\vert^s\, dX $$ where $K={\rm GL}(n,{\mathcal O})$, $\lambda$ runs over the partition of $n$ of the form $k_1 \geqslant k_2 \geqslant \cdots \geqslant k_n >0$ and $t_\lambda ={\rm diag}(\pi^{k_1} ,...,\pi^{k_n})$.

You may rewrite this integral as $$ \int_{K.t_\lambda .K} \vert {\rm det} X\vert^{s+1}\, \frac{dX}{\vert {\rm det} X\vert} $$ and notice that $dX/\vert {\rm det} X\vert$ is a Haar measure on ${\rm GL}(n,F)$.

The integral reduces to $$ q^{-(s+1)(k_1 +\cdots + k_n)}\, \mu (K t_\lambda K) $$ and you are thus reduced to compute the volume of $K t_\lambda K$ with respect to the Haar measure on ${\rm GL}(n,F)$.

This volume is given by $$ W (1/q)/W_\lambda (1/q) \, \cdot \, \delta (t_{\lambda })\, \cdot \, \mu (K) $$ where :

-- $W$ is the Poincaré polynomial of the spherical Weyl ${\mathfrak S}_n$ group of ${\rm GL}(n)$,

-- $W_\lambda$ is the Poincaré polynomial of the centralizer of $\lambda$ in ${\mathfrak S}_n$,

-- $\delta$ is the modulus function of the standard Borel subgroup of ${\rm GL}(n,F)$.

A reference for this volume formula is : Proposition (3.2.15), p.44, of Spherical Functions on a Group of p-adic Type, by Macdonald, Publication of the Ramanujan Institut Number 2. A reference for the volume of this double class

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