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arXiv · 0809.3970

On the Christoffel-Darboux kernel for random Hermitian matrices with external source

Jinho Baik
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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.

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Jinho Baik. 2008-09-23. On the Christoffel-Darboux kernel for random Hermitian matrices with external source. https://arxiv.org/abs/0809.3970

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