Pj. Forrester et T. Nagao, Correlations for the Cauchy and generalized circular ensembles with orthogonal and symplectic symmetry, J PHYS A, 34(39), 2001, pp. 7917-7932
The generalized circular ensemble, which specifies a spectrum singularity i
n random matrix theory, is equivalent to the Cauchy ensemble via a stereogr
aphic projection. The Cauchy weight function is classical, and as such the
n-point distribution function in the cases of orthogonal and symplectic sym
metry have expressions in terms of quaternion determinants with elements gi
ven in an explicit form suitable for asymptotic analysis. The asymptotic an
alysis is undertaken in the neighbourhood of the spectrum singularity in bo
th cases, and it is shown that each quaternion determinant is specified by
a single function involving Bessel functions.