GENERAL MOMENTS OF MATRIX ELEMENTS FROM CIRCULAR ORTHOGONAL ENSEMBLES

DOI10.1142/S2010326312500050zbMath1255.15043arXiv1109.2409MaRDI 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

moments; random matrix; circular orthogonal ensemble; Weingarten functions

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

43A85: Harmonic analysis on homogeneous spaces

15B52: Random matrices (algebraic aspects)

28C10: Set functions and measures on topological groups or semigroups, Haar measures, invariant measures

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