1993 Volume 62 Issue 11 Pages 3845-3856
Local eigenvalue correlations are exactly evaluated at the edge region for random matrix ensembles related to orthogonal polynomials on a finite real interval. We define a determinant of a quaternion matrix and utilize it for the evaluation. It is shown that there is an exact equivalence between the local correlations for Jacobi and Laguerre ensembles of random matrices.
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