GENERAL MOMENTS OF MATRIX ELEMENTS FROM CIRCULAR ORTHOGONAL ENSEMBLES

DOI10.1142/S2010326312500050zbMath1255.15043arXiv1109.2409OpenAlexW3105402865MaRDI QIDQ2920376

Sho Matsumoto

Publication date: 16 October 2012

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.2409

zbMATH Keywords

momentsrandom matrixcircular orthogonal ensembleWeingarten functions

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Harmonic analysis on homogeneous spaces (43A85) Random matrices (algebraic aspects) (15B52) Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10)

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Cites Work

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• Integration with respect to the Haar measure on unitary, orthogonal and symplectic group
• Matrix integrals and map enumeration: an accessible introduction
• The hyperoctahedral group, symmetric group representations and the moments of the real Wishart distribution
• Borel theorems for random matrices from the classical compact symmetric spaces
• On asymptotics of large Haar distributed unitary matrices
• Graph presentations for moments of noncentral Wishart distributions and their applications
• The entries of circular orthogonal ensembles
• On some properties of orthogonal Weingarten functions
• Asymptotic behavior of group integrals in the limit of infinite rank

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