Orthogonal polynomial projection kernel 2026-10-07
For real monic orthogonal polynomials with squared weighted norms under a positive weight , the functions form an orthonormal set for the unweighted reference measure. Their finite-rank projection kernel turns the squared weighted Vandermonde determinant into a kernel determinant. Normalization on the full labelled configuration space is .
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 31 1 ii Solution Created 2026-10-03 Updated 2026-10-07
Write . The evaluation matrix is , where is upper triangular with diagonal entries . Its determinant is therefore unchanged. This is Vandermonde determinant invariance under monic basis change:For on , multiply row by . The requested weighted product becomes the weighted Vandermonde determinant squareThe sign difference between the two orientations of the Vandermonde product disappears on squaring. For interpret the weight at zero by continuity, so ; for , .
Past exam of the random matrix theory course of the University of Oxford 2025 2 b iii Solution 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.