Moments of a single entry of circular orthogonal ensembles and Weingarten calculus

Consider a symmetric unitary random matrix $V=(v_{ij})_{1 \le i,j \le N}$ from a circular orthogonal ensemble. In this paper, we study moments of a single entry $v_{ij}$. For a diagonal entry $v_{ii}$ we give the explicit values of the moments, and for an off-diagonal entry $v_{ij}$ we give leading and subleading terms in the asymptotic expansion with respect to a large matrix size $N$. Our technique is to apply the Weingarten calculus for a Haar-distributed unitary matrix.Comment: 17 page

Gaussian diagrammatics from Circular Ensembles of random matrices

We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, which provide novel diagrammatic rules for the calculation of moments. The matrices involved are generic complex for $\beta=2$, complex symmetric for $\beta=1$ and complex self-dual for $\beta=4$, and their dimension must be set to $1-2/\beta$. As an application, we compute moments of traces of submatrices.Comment: 12 pages, 4 figure

Free particles from Brauer algebras in complex matrix models

The gauge invariant degrees of freedom of matrix models based on an N x N complex matrix, with U(N) gauge symmetry, contain hidden free particle structures. These are exhibited using triangular matrix variables via the Schur decomposition. The Brauer algebra basis for complex matrix models developed earlier is useful in projecting to a sector which matches the state counting of N free fermions on a circle. The Brauer algebra projection is characterized by the vanishing of a scale invariant laplacian constructed from the complex matrix. The special case of N=2 is studied in detail: the ring of gauge invariant functions as well as a ring of scale and gauge invariant differential operators are characterized completely. The orthonormal basis of wavefunctions in this special case is completely characterized by a set of five commuting Hamiltonians, which display free particle structures. Applications to the reduced matrix quantum mechanics coming from radial quantization in N=4 SYM are described. We propose that the string dual of the complex matrix harmonic oscillator quantum mechanics has an interpretation in terms of strings and branes in 2+1 dimensions.Comment: 64 pages, v2: Exposition improved, minor corrections; v3: Typos corrected, published versio