Random matrix ensembles associated to compact symmetric spaces (Q1424231)

Families of compact (circular) random matrix ensembles including Dyson's circular ensembles, i. e. the circular orthogonal, circular unitary and circular symplectic ensembles [cf. \textit{F. J. Dyson}, J. Math. Phys. 3, 1199--1215 (1962; Zbl 0134.45703)], are studied. A matrix ensemble is associated to every infinite family of irreducible compact symmetric spaces of Type I. The results on the level density and universality of the local correlations in the bulk and at the ``hard edges'' (at \(\pm 1\) of the interval) of the spectrum for general, unitary, orthogonal and symplectic Jacobi ensembles are given. Dyson's universality breaks down and simple formulas are obtained for the Bessel kernel in terms of which the hard edge correlations are expressed.