Correlation Kernels for Discrete Symplectic and Orthogonal Ensembles
Mathematical Physics
2009-11-13 v2 math.MP
Abstract
H. Widom derived formulae expressing correlation functions of orthogonal and symplectic ensembles of random matrices in terms of orthogonal polynomials (H. Widom. J. Stat. Phys. 94, (1999) 347-363). We obtain similar results for discrete ensembles whose weights have rational discrete logarithmic derivatives, and compute explicitly correlation kernels associated to the classical Meixner and Charlier orthogonal polynomials.
Cite
@article{arxiv.0712.1693,
title = {Correlation Kernels for Discrete Symplectic and Orthogonal Ensembles},
author = {Alexei Borodin and Eugene Strahov},
journal= {arXiv preprint arXiv:0712.1693},
year = {2009}
}
Comments
45 pages, added references