a Department of Physics, Faculty of Science, Osaka University, Toyonaka, Osaka 560, Japan
b Department of Mathematics, University of Melbourne, Parkville, Victoria 3052, Australia
Abstract:
Transitive correlations of eigenvalues for random matrix ensembles intermediate between real symmetric and hermitian, self-dual quaternion and hermitian, and antisymmetric and hermitian are studied. Expressions for exact n-point correlation functions are obtained for random matrix ensembles related to general orthogonal polynomials. The asymptotic formulas in the limit of large matrix dimension are evaluated at the spectrum edges for the ensembles related to the Legendre polynomials. The results interpolate known asymptotic formulas for random matrix eigenvalues.