On the moments of moments of random matrices and Ehrhart polynomials

Abstract: There has been significant interest in studying the asymptotics of certain generalised moments, called the moments of moments, of characteristic polynomials of random Haar-distributed unitary and symplectic matrices, as the matrix size $N$ goes to infinity. These quantities depend on two parameters $k$ and $q$ and when both of them are positive integers it has been shown that these moments are in fact polynomials in the matrix size $N$. In this paper we classify the integer roots of these polynomials and moreover prove that the polynomials themselves satisfy a certain symmetry property. This confirms some predictions from the thesis of Bailey. The proof uses the Ehrhart-Macdonald reciprocity for rational convex polytopes and certain bijections between lattice points in some polytopes.