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General moments of matrix elements from circular orthogonal ensembles (1109.2409v1)
Published 12 Sep 2011 in math.PR, math-ph, and math.MP
Abstract: The aim of this paper is to present a systematic method for computing moments of matrix elements taken from circular orthogonal ensembles (COE). The formula is given as a sum of Weingarten functions for orthogonal groups but the technique for its proof involves Weingarten calculus for unitary groups. As an application, explicit expressions for the moments of a single matrix element of a COE matrix are given.