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On the relation between orthogonal, symplectic and unitary matrix ensembles. (English) Zbl 0935.60090
Summary: For the unitary ensembles of \(N\times N\) Hermitian matrices associated with a weight function \(w\) there is a kernel, expressible in terms of the polynomials orthogonal with respect to the weight function, which plays an important role. For the orthogonal and symplectic ensembles of Hermitian matrices there are \(2\times 2\) matrix kernels, usually constructed using skew-orthogonal polynomials, which play an analogous role. These matrix kernels are determined by their upper left-hand entries. We derive formulas expressing these entries in terms of the scalar kernel for the corresponding unitary ensembles. We also show that whenever \(w'/w\) is a rational function, the entries are equal to the scalar kernel plus some extra terms whose number equals the order of \(w'/w\). General formulas are obtained for these extra terms. We do not use skew-orthogonal polynomials in the derivations.

60K35 Interacting random processes; statistical mechanics type models; percolation theory
47N55 Applications of operator theory in statistical physics (MSC2000)
82B31 Stochastic methods applied to problems in equilibrium statistical mechanics
47G10 Integral operators
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