On the moments of the moments of the characteristic polynomials of random unitary matrices

Denoting by PN(A, θ) = det (I- Ae-iθ) the characteristic polynomial on the unit circle in the complex plane of an N× N random unitary matrix A, we calculate the kth moment, defined with respect to an average over A∈ U(N) , of the random variable corresponding to the 2 βth moment of PN(A, θ) with res...

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Bibliographic Details
Main Authors: Bailey, E, Keating, J
Format: Journal article
Published: Springer Nature 2019