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Published March 2009 | Submitted
Journal Article Open

Correlation Kernels for Discrete Symplectic and Orthogonal Ensembles

Abstract

In [49] H. Widom derived formulae expressing correlation functions of orthogonal and symplectic ensembles of random matrices in terms of orthogonal polynomials. We obtain similar results for discrete ensembles with rational discrete logarithmic derivative, and compute explicitly correlation kernels associated to the classical Meixner and Charlier orthogonal polynomials.

Additional Information

© Springer-Verlag 2008. Received: 14 January 2008 / Accepted: 29 May 2008 / Published online: 16 September 2008. Communicated by B. Simon. We thank Percy Deift for discussions. This work was supported in part by BSF grant BSF-2006333. The first named author (A.B.) is grateful to Dimitri Gioev for helpful discussion during early stages of this work. He was also partially supported by the NSF grant DMS-0707163.

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Submitted - 0712.1693

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