CORRELATION-FUNCTIONS, CLUSTER FUNCTIONS, AND SPACING DISTRIBUTIONS FOR RANDOM MATRICES

Authors
Citation
Ca. Tracy et H. Widom, CORRELATION-FUNCTIONS, CLUSTER FUNCTIONS, AND SPACING DISTRIBUTIONS FOR RANDOM MATRICES, Journal of statistical physics, 92(5-6), 1998, pp. 809-835
Citations number
11
Categorie Soggetti
Physycs, Mathematical","Physycs, Mathematical
ISSN journal
00224715
Volume
92
Issue
5-6
Year of publication
1998
Pages
809 - 835
Database
ISI
SICI code
0022-4715(1998)92:5-6<809:CCFASD>2.0.ZU;2-E
Abstract
The usual formulas for the correlation functions in orthogonal and sym plectic matrix models express them as quaternion determinants. From th is representation one can deduce formulas for spacing probabilities in terms of Fredholm determinants of matrix-valued kernels. The derivati ons of the various formulas are somewhat involved. In this article we present a direct approach which leads immediately to scalar kernels fo r the unitary ensembles and matrix kernels for the orthogonal and symp lectic ensembles, and the representations of the correlation functions , cluster functions, and spacing distributions in terms of them.