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arXiv · 1109.2409

General moments of matrix elements from circular orthogonal ensembles

Sho Matsumoto
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Abstract

The aim of this paper is to present a systematic method for computing moments of matrix elements taken from circular orthogonal ensembles (COE). The formula is given as a sum of Weingarten functions for orthogonal groups but the technique for its proof involves Weingarten calculus for unitary groups. As an application, explicit expressions for the moments of a single matrix element of a COE matrix are given.

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Sho Matsumoto. 2011-09-12. General moments of matrix elements from circular orthogonal ensembles. https://doi.org/10.1142/s2010326312500050

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