In recent work, the authors have shown that the eigenvalue probability
density function for Dyson Brownian motion from the identity on
is an
example of a newly identified class of random unitary matrices called cyclic Pólya
ensembles. In general, the latter exhibit a structured form of the correlation kernel.
Specialising to the case of Dyson Brownian motion from the identity on
allows the moments of the spectral density, and the spectral form factor
, to be
evaluated explicitly in terms of a certain hypergeometric polynomial. Upon
transformation, this can be identified in terms of a Jacobi polynomial with parameters
,
where
and
is the integer labelling the Fourier coefficients. From existing results
in the literature for the asymptotics of the latter, the asymptotic
forms of the moments of the spectral density can be specified, as can
.
These, in turn, allow us to give a quantitative description of the large
behaviour of
the average
.
The latter exhibits a dip-ramp-plateau effect, which has attracted recent interest
from the viewpoints of many body quantum chaos and the scrambling of information
in black holes.
Keywords
Dyson Brownian motion on $U(N)$, cyclic Pólya ensembles,
spectral form factor, hypergeometric polynomials, Jacobi
polynomial asymptotics