On the Christoffel-Darboux kernel for random Hermitian matrices with external source
Complex Variables
2008-09-24 v1
Abstract
Bleher and Kuijlaars, and Daems and Kuijlaars showed that the correlation functions of the eigenvalues of a random matrix from unitary ensemble with external source can be expressed in terms of the Christoffel-Darboux kernel for multiple orthogonal polynomials. We obtain a representation of this Christoffel-Darboux kernel in terms of the usual orthogonal polynomials.
Cite
@article{arxiv.0809.3970,
title = {On the Christoffel-Darboux kernel for random Hermitian matrices with external source},
author = {Jinho Baik},
journal= {arXiv preprint arXiv:0809.3970},
year = {2008}
}