Convergence of moments of twisted COE matrices

DOI10.1063/5.0018927zbMATH Open1468.15021arXiv2006.06075OpenAlexW3034927337MaRDI QIDQ5000215FDOQ5000215

Authors: Gregory Berkolaiko, Laura Booton 

Publication date: 9 July 2021

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Abstract: We investigate eigenvalue moments of matrices from Circular Orthogonal Ensemble multiplicatively perturbed by a permutation matrix. More precisely we investigate variance of the sum of the eigenvalues raised to power $k$, for arbitrary but fixed $k$ and in the limit of large matrix size. We find that when the permutation defining the perturbed ensemble has only long cycles, the answer is universal and approaches the corresponding moment of the Circular Unitary Ensemble with a particularly fast rate: the error is of order $1/N^3$ and the terms of orders $1/N$ and $1/N^2$ disappear due to cancellations. We prove this rate of convergence using Weingarten calculus and classifying the contributing Weingarten functions first in terms of a graph model and then algebraically.

Full work available at URL: https://arxiv.org/abs/2006.06075

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zbMATH Keywords

Weingarten calculuscircular orthogonal ensembleWeingarten functionseigenvalue moments

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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Cited In (1)

• General moments of matrix elements from circular orthogonal ensembles

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