In recent research on the Riemann zeta function and the Riemann Hypothesis, it is important to calculate certain integrals involving the characteristic functions of N × N unitary matrices and to develop asymptotic expansions of these integrals as N → ∞. In this talk, I will derive exact formulas for several of these integrals, verify that the leading coefficients in their asymptotic expansions are non-zero, and relate these results to conjectures about the distribution of the zeros of the Riemann zeta function on the critical line. I will also explain how these calculations are related to mathematical statistics and to the hypergeometric functions of Hermitian matrix argument.