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
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.