Commun. Math. Phys. 369, 1091–1145 (2019) Communications in Digital Object Identifier (DOI) https://doi.org/10.1007/s00220-019-03323-9 Mathematical Physics Moments of Random Matrices and Hypergeometric Orthogonal Polynomials Fabio Deelan Cunden1,FrancescoMezzadri2,NeilO’Connell1 , Nick Simm3 1 School of Mathematics and Statistics, University College Dublin, Belfield, Dublin 4, Ireland. E-mail:
[email protected] 2 School of Mathematics, University of Bristol, University Walk, Bristol, BS8 1TW, UK 3 Mathematics Department, University of Sussex, Brighton, BN1 9RH, UK Received: 9 June 2018 / Accepted: 10 November 2018 Published online: 6 February 2019 – © The Author(s) 2019 Abstract: We establish a new connection between moments of n n random matri- × ces Xn and hypergeometric orthogonal polynomials. Specifically, we consider moments s E Tr Xn− as a function of the complex variable s C, whose analytic structure we describe completely. We discover several remarkable∈ features, including a reflection symmetry (or functional equation), zeros on a critical line in the complex plane, and orthogonality relations. An application of the theory resolves part of an integrality con- jecture of Cunden et al. (J Math Phys 57:111901, 2016)onthetime-delaymatrixof chaotic cavities. In each of the classical ensembles of random matrix theory (Gaus- sian, Laguerre, Jacobi) we characterise the moments in terms of the Askey scheme of hypergeometric orthogonal polynomials. We also calculate the leading order n asymptotics of the moments and discuss their symmetries and zeroes. We discuss aspects→∞ of these phenomena beyond the random matrix setting, including the Mellin transform of products and Wronskians of pairs of classical orthogonal polynomials.