The averaged characteristic polynomial for the Gaussian and chiral Gaussian ensembles with a source (Q2848014)

The authors present an excellent introduction in the abstract:NEWLINENEWLINE``In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real (\(\beta=1\)), complex (\(\beta=2\)) and real quaternion (\(\beta=4\)) elements. We use the Dyson Brownian motion model to give a meaning for general \(\beta>0\). In the Gaussian case a further construction valid for \(\beta>0\) is given, as the eigenvalue PDF of a recursively defined random matrix ensemble. In the case of real or complex elements, a combinatorial argument is used to compute the averaged characteristic polynomial. The resulting functional forms are shown to be special cases of duality formulas due to \textit{P. Desrosiers} [Nucl. Phys., B 817, No. 3, 224--251 (2009; Zbl 1194.15032)]. New derivations of the general case of Desrosiers' dualities are given. A soft edge scaling limit of the averaged characteristic polynomial is identified, and an explicit evaluation in terms of so-called incomplete Airy functions is obtained.''