Janossy Densities I. Determinantal Ensembles

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dc.creatorBorodin, Alexei
dc.creatorSoshnikov, Alexander
dc.date2002-12-20
dc.date2003-09-05
dc.date.accessioned2026-07-07T04:29:40Z
dc.date.available2026-07-07T04:29:40Z
dc.descriptionWe derive an elementary formula for Janossy densities for determinantal point processes with a finite rank projection-type kernel. In particular, for beta=2 polynomial ensembles of random matrices we show that the Janossy densities on an interval I can be expressed in terms of the Christoffel-Darboux kernel for the orthogonal polynomials on the complement of I.
dc.descriptionThis is the first of two papers on Janossy densities in determinantal and pfaffian ensembles. A few misprints are corrected. The paper will appear in J.Stat.Phys, vol. 113, No. 3/4, pp. 595-610 (2003)
dc.identifierhttps://arxiv.org/abs/math-ph/0212063
dc.identifierhttp://arxiv.org/abs/math-ph/0212063
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/57243
dc.subjectMathematical Physics
dc.subjectProbability
dc.titleJanossy Densities I. Determinantal Ensembles
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