Moments of Normally Distributed Random Matrices Given by Generating Series for Connection Coefficients — Explicit Bijective Computation

This paper is devoted to the explicit computation of some generating series for the connection coefficients of the double cosets of the hyperoctahedral group that arise in the study of the spectra of normally distributed random matrices. Aside their direct algebraic and combinatorial interpretations in terms of factorizations of permutations with specific properties, these connection coefficients are closely linked to the theory of zonal spherical functions and zonal polynomials. As shown by Hanlon, Stanley, Stembridge (1992), their generating series in the basis of power sum symmetric functions is equal to the mathematical expectation of the trace of (XUYU^t)ⁿ where X and Y are given symmetric matrices, U is a random real valued square matrix of standard normal distribution and n a non-negative integer. We provide the first explicit evaluation of these series in terms of monomial symmetric functions. Our development relies on an interpretation of the connection coefficients in terms of locally orientable hypermaps and a new bijective construction between partitioned locally orientable hypermaps and some decorated forests. As a corollary we provide a simple explicit evaluation of a similar generating series that gives the mathematical expectation of the trace of (XUYU*)ⁿ when U is complex valued and X and Y are given hermitian matrices and recover a former result by Morales and Vassilieva (2009).