Universality in orthogonal and symplectic invariant matrix models with quartic potential (Q5947257)
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scientific article; zbMATH DE number 1660696
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English | Universality in orthogonal and symplectic invariant matrix models with quartic potential |
scientific article; zbMATH DE number 1660696 |
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Universality in orthogonal and symplectic invariant matrix models with quartic potential (English)
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15 January 2003
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The author develops an orthogonal polynomials approach for random matrices with orthogonal or symplectic invariant laws. He obtains formulas for matrix kernels which essentially express them in terms of reproducing kernel of the theory of orthogonal polynomials. The universality of the local statistics of eigenvalues is also studied.
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correlation function
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universality conjecture
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orthogonal polynomials
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random matrices
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symplectic invariant laws
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reproducing kernel
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