Moments of a single entry of circular orthogonal ensembles and Weingarten calculus

Details Moments of a single entry of circular orthogonal ensembles and Weingarten calculus Moments of a single entry of circular orthogonal ensembles and Weingarten calculus

2011-04-19

arxiv.org/abs/1104.3614v1

Mathematics

Probability

17 pages

Scientific paper

Consider a symmetric unitary random matrix $V=(v_{ij})_{1 \le i,j \le N}$ from a circular orthogonal ensemble. In this paper, we study moments of a single entry $v_{ij}$. For a diagonal entry $v_{ii}$ we give the explicit values of the moments, and for an off-diagonal entry $v_{ij}$ we give leading and subleading terms in the asymptotic expansion with respect to a large matrix size $N$. Our technique is to apply the Weingarten calculus for a Haar-distributed unitary matrix.

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