General moments of matrix elements from circular orthogonal ensembles (Q2920376)
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scientific article; zbMATH DE number 6094187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General moments of matrix elements from circular orthogonal ensembles |
scientific article; zbMATH DE number 6094187 |
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16 October 2012
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circular orthogonal ensemble
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Weingarten functions
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random matrix
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moments
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General moments of matrix elements from circular orthogonal ensembles (English)
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A short review of the computational methods used when calculating the moments of various matrix ensembles is given. Then, the calculations of moments of matrix elements of circular orthogonal ensembles is discussed and the formula for the moments of a single matrix element is presented. Its derivation is based on the use of unitary Weingarten functions. Finally, the derived expression for moments is used for the special cases of large matrix dimensions or when the degree of the integrand in the expression is small. These cases are illustrated by several examples.
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