Abstract
Abstract
We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, providing 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 at the last step their dimension must be set to
1
−
2
/
β
. As an application, we compute moments of traces of submatrices.
Funder
Conselho Nacional de Desenvolvimento Científico e Tecnológico
Fundação de Amparo à Pesquisa do Estado de Minas Gerais