Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 31 1 v Solution Created 2026-10-03 Updated 2026-10-07
For , the correlation function of a point process associated with the eigenvalues isThe factorial factor counts ordered selections of distinct eigenvalues, so this is a factorial moment density, rather than the ordinary probability density of particular labels. Equivalently, for a nonnegative measurable test function ,Repeated projection kernel determinant integration, with , gives a factor on integrating an -by- kernel determinant down to size . Together with the normalizing in , the factors cancel:In particular and . Set and for . The eigenvalue configuration is thus a determinantal point process with a rank- finite-rank projection kernel.