Vladimir VASILCHUK
B.Verkin Institute for Low Temperature Physics and Engineering,
47 Lenin Ave., 61103, Kharkov, UKRAINE
E-mail: vasilchuk@ilt.kharkov.ua

On the moments of the traces of unitary and orthogonal random matrices

Abstract:
The complicated moments of the traces of unitary and orthogonal Haar distributed random matrices are studied. The exact formulas for different values of moment and matrix orders are obtained.