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Correlations for the Cauchy and generalized circular ensembles with orthogonal and symplectic symmetry

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Published 21 September 2001 Published under licence by IOP Publishing Ltd
, , Citation P J Forrester and T Nagao 2001 J. Phys. A: Math. Gen. 34 7917 DOI 10.1088/0305-4470/34/39/301

0305-4470/34/39/7917

Abstract

The generalized circular ensemble, which specifies a spectrum singularity in random matrix theory, is equivalent to the Cauchy ensemble via a stereographic projection. The Cauchy weight function is classical, and as such the n-point distribution function in the cases of orthogonal and symplectic symmetry have expressions in terms of quaternion determinants with elements given in an explicit form suitable for asymptotic analysis. The asymptotic analysis is undertaken in the neighbourhood of the spectrum singularity in both cases, and it is shown that each quaternion determinant is specified by a single function involving Bessel functions.

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10.1088/0305-4470/34/39/301