Let be the -by- evaluation matrix . The kernel evaluation matrix is the Gram matrix , so multiplicativity of the determinant gives
Because the polynomials are monic of consecutive degrees, their coefficient matrix relative to is a triangular matrix with unit diagonal. It has determinant one, so the Vandermonde determinant invariance under monic basis change gives
Squaring removes the ordering sign. Thus the Gaussian unitary ensemble joint probability density function has precisely the kernel form
No orthogonality of the polynomials is needed for this step.