2023/02/08 by Marcel Novaes, Novaes, Marcel · 1 citation
Computer Science · Mathematics · #FOS: Physical sciences #Mathematical Physics (math-ph) #Random Matrices and Applications #Stochastic processes and statistical mechanics #Topological and Geometric Data Analysis
paper · pdf · doi:10.48550/arxiv.2302.04311
openalex publication_date 2023/02/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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 β=2, complex symmetric for β=1 and complex self-dual for β=4, and their dimension must be set to 1-2/β. As an application, we compute moments of traces of submatrices.