Moments of traces of random symplectic matrices and hyperelliptic L-functions

Abstract

We study matrix integrals of the form ∫USp(2n)Πj=1ktr(Uj)aj d U, where a1,…,ar are natural numbers and integration is with respect to the Haar probability measure. We obtain a compact formula (the number of terms depends only on Σ aj and not on n,k) for the above integral in the non-Gaussian range Σj=1kjaj 4n+1. This extends results of Diaconis-Shahshahani and Hughes-Rudnick who obtained a formula for the integral valid in the (Gaussian) range Σj=1kjaj n and Σj=1kjaj 2n+1 respectively. We derive our formula using the connection between random symplectic matrices and hyperelliptic L-functions over finite fields, given by an equidistribution result of Katz and Sarnak, and an evaluation of a certain multiple character sum over the function field Fq(x). We apply our formula to study the linear statistics of eigenvalues of random unitary symplectic matrices in a narrow bandwidth sampling regime.

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