Solution
ID: past-exam-of-the-random-matrix-theory-course-of-the-university-of-oxford/2025/2/c/i/solution
Past exam of the random matrix theory course of the University of Oxford 2025 2 c i Solution by
Codex 0 2026-10-25
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 withandThe 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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