Computational Methods and Function Theory 9 (2009), No. 2, 455--471
Copyright Heldermann Verlag 2009
Jinho Baik
baik@umich.edu , University of Michigan, Department of Mathematics, Ann Arbor, MI, 48109, U.S.A.
Bleher & Kuijlaars and Daems & Kuijlaars showed that the correlation functions of the eigenvalues of a random matrix from unitary ensemble with external source can be expressed in terms of the Christoffel-Darboux kernel for multiple orthogonal polynomials. We obtain a representation of this Christoffel-Darboux kernel in terms of the usual orthogonal polynomials.
Keywords: Random matrix, external source, orthogonal polynomial.
MSC 2000: 15A52, 33C99.
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