Solution

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

The correlation functions of a point process use factorial normalization:
Start with . By Gaudin's lemma, integrating once gives , and integrating once gives . The factorial factors cancel, so the eigenvalues form a determinantal point process with
and
The last equality uses the real symmetry of this kernel. In particular, and , as required for three points and six ordered pairs of distinct points.

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