General moments of matrix elements from circular orthogonal ensembles
type: Item
instance of: scholarly article
zbMATH Open document ID: 1255.15043
DOI: 10.1142/S2010326312500050
author: Sho Matsumoto
published in: Random Matrices: Theory and Applications
publication date: 2012-10-16T00:00:00Z
full work available at URL: https://arxiv.org/abs/1109.2409
Mathematics Subject Classification ID: 15B52
Mathematics Subject Classification ID: 28C10
Mathematics Subject Classification ID: 43A85
Mathematics Subject Classification ID: 60B20
zbMATH DE Number: 6094187
zbMATH Keywords: circular orthogonal ensemble
zbMATH Keywords: Weingarten functions
zbMATH Keywords: random matrix
zbMATH Keywords: moments
MaRDI profile type: Publication
arXiv ID: 1109.2409
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OpenAlex ID: W3105402865
title: General moments of matrix elements from circular orthogonal ensembles
review text: 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.
description: scientific article; zbMATH DE number 6094187