Solution

ID: past-exam-of-the-random-matrix-theory-course-of-the-university-of-oxford/2025/2/b/iii/solution

Use the symmetric joint probability density function of exchangeably labelled eigenvalues, normalized over all of . The finite-rank projection kernel has
Successive applications of Gaudin's lemma therefore give
It follows that
As a normalization check, the weighted Vandermonde determinant yields
If instead one uses ordered eigenvalues on , the normalized density on that chamber is six times the labelled density. In that convention the determinant prefactor on the chamber is one.

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