Moments of traces of circular beta-ensembles

Tiefeng Jiang, Sho Matsumoto

Research output: Contribution to journalArticle

5 Scopus citations

Abstract

Let θ1, . . . , θn be random variables from Dyson's circular β-ensemble with probability density function Const · ∏1≤j<k≤n |ej - ek |β. For each n ≥ 2 and β >0, we obtain some inequalities on E[pμ(Zn)pν(Zn)], where Zn = (e1, . . . , en) and pμ is the power-sum symmetric function for partition μ. When β = 2, our inequalities recover an identity by Diaconis and Evans for Haar-invariant unitary matrices. Further, we have the following: limn→∞E[pμ(Zn)pν(Zn)] = δμν( 2/β)l(μ)zμ for any β > 0 and partitions μ, ν limm→∞ E[|pm(Zn)|2] = n for any β >0 and n = 2, where l(μ) is the length of μ and zμ is explicit on μ. These results apply to the three important ensembles: COE (β = 1), CUE (β = 2) and CSE (β = 4).We further examine the nonasymptotic behavior of E[|pm(Zn)|2] for β = 1, 4. The central limit theorems of ∑nj=1 g(ej) are obtained when (i) g(z) is a polynomial and β >0 is arbitrary, or (ii) g(z) has a Fourier expansion and β = 1, 4. The main tool is the Jack function.

Original languageEnglish (US)
Pages (from-to)3279-3336
Number of pages58
JournalAnnals of Probability
Volume43
Issue number6
DOIs
StatePublished - Jan 1 2015

Keywords

  • Central limit theorem
  • Circular beta-ensemble
  • Haar-invariance
  • Jack function
  • Moment
  • Partition
  • Random matrix

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