Abstract
We give a simple algebraic derivation of a useful determinantal identity for multilevel ensembles such as random matrix chains and finite determinantal point processes, with applications to the calculation of point correlators, gap probabilities and Janossy densities.
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Work of J. Harnad supported in part by the Natural Sciences and Engineering Research Council of Canada (NSERC) and the Fonds FCAR du Québec. Work of A. Yu. Orlov supported by joint RFBR Consortium EINSTEIN grants Nos. 06-01-92054; 05-01-00498 and RAS Program “Fundamental Methods in Nonlinear Physics”.
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Harnad, J., Orlov, A.Y. Determinantal identity for multilevel ensembles and finite determinantal point processes. Anal.Math.Phys. 2, 105–121 (2012). https://doi.org/10.1007/s13324-012-0029-2
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DOI: https://doi.org/10.1007/s13324-012-0029-2