Mathematics – Operator Algebras
Scientific paper
2004-04-17
Mathematics
Operator Algebras
9 pages
Scientific paper
In this paper we study the asymptotic distribution of the moments of (non-normalized) traces $\Tr (w_1), \Tr(w_2), ..., \Tr(w_r)$, where $ w_1, w_2, >..., w_r$ are reduced words in unitaries in the group $\cU(N)$. We prove that as $N\to \infty$ these variables are distributed as normal gaussian variables $\sqrt {j_1} Z_1, ..., \sqrt{Z_r}$, where $j_1, ..., j_r$ are the number of cyclic rotations of the words $w_1, ..., w_s$ leaving them invariant. This extends a previous result by Diaconis (\cite{Diac}), where this it was proved, that $\Tr(U), \Tr(U^2), ...,$ $\Tr(U^p)$ are asymptotically distributed as $Z_1, \sqrt 2 Z_2, ..., \sqrt p Z_p$. We establish a combinatorial formula for $\int |\Tr (w_1)|^2...| \Tr(w_p)|^2$. In our computation we reprove some results from \cite{BC}.
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