General moments of matrix elements from circular orthogonal ensembles
Probability
2012-09-25 v1 Mathematical Physics
math.MP
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.
Keywords
Cite
@article{arxiv.1109.2409,
title = {General moments of matrix elements from circular orthogonal ensembles},
author = {Sho Matsumoto},
journal= {arXiv preprint arXiv:1109.2409},
year = {2012}
}
Comments
19 pages