On the moments of the moments of the characteristic polynomials of random unitary matrices

E. C. Bailey, J. P. Keating

Denoting by $P_N(A,\theta )=\det (I-A{e}^{-i\theta })$ the characteristic polynomial on the unit circle in the complex plane of an $N\times N$ random unitary matrix $A$, we calculate the $k$th mo…