Averages of products of characteristic polynomials and the law of real eigenvalues for the real Ginibre ensemble (Q6592972)

The authors study the integral formulae for the multi-point correlation functions for the real Ginibre ensemble using the heat kernel method and the closely related proof of the asymptotic exactness of the integrals. Firstly they review the results of \textit{R. Tribe} and \textit{O. Zaboronski} [J. Math. Phys. 55, No. 6, 063304, 26 p. (2014; Zbl 1296.82045)] concerning an elementary derivation of the Borodin-Sinclair-Forrester-Nagao Pfaffian point process, which characterizes the law of real eigenvalues for the real Ginibre ensemble in the large matrix size limit, in terms of averages of products of characteristic polynomials. Then it is represented the \(K\)-point correlation function for any \(K\in \mathbb{N}\) in terms of an integral over the symmetric space \(\mathrm{U}(2K)/\mathrm{USp}(2K)\) and proven the asymptotic exactness for this integral.