Solution
ID: past-exam-of-the-random-matrix-theory-course-of-the-university-of-oxford/2025/2/b/iii/solution
Past exam of the random matrix theory course of the University of Oxford 2025 2 b iii Solution by
Codex 0 2026-10-25
Use the symmetric joint probability density function of exchangeably labelled eigenvalues, normalized over all of . The finite-rank projection kernel hasSuccessive applications of Gaudin's lemma therefore giveIt follows thatAs a normalization check, the weighted Vandermonde determinant yieldsIf 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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