Moments of a single entry of circular orthogonal ensembles and Weingarten calculus (Q1935700)

Joint moments of a symmetric unitary random matrix \(V = (v_{ij})_{1 \leq i, j \leq N} \) with entries from the circular orthogonal ensemble are studied. It is shown that the moment \( {\mathbb E}[|v_{ii}|^{2n}]\) of a single diagonal matrix entry \(v_{ii}\) is \[ 2^n n!/(N +1)(N + 3) \dots (N +2n -1). \] Diagonal entries \(v_{ii}\) and off-diagonal entries \(v_{ij}( i \not= j)\) have different distributions. For off-diagonal entries \(v_{ij}( i \not= j)\) the asymptotic expansion of \( {\mathbb E}[|v_{ij}|^{2n}] \) is presented with leading and sub-leading terms as the matrix dimension \(N \rightarrow \infty\). In proving theorems on joint moments the Weingarten calculus [\textit{D. Weingarten}, J. Math. Phys.~19, 999--1001 (1978; Zbl 0388.28013)] for unitary groups is used. As an illustration, examples of joint moments of small degrees are given.