Janossy Densities I. Determinantal Ensembles
classification
🧮 math-ph
math.MPmath.PR
keywords
densitiesjanossydeterminantalensembleskernelbetachristoffel-darbouxcomplement
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We derive an elementary formula for Janossy densities for determinantal point processes with a finite rank projection-type kernel. In particular, for beta=2 polynomial ensembles of random matrices we show that the Janossy densities on an interval I can be expressed in terms of the Christoffel-Darboux kernel for the orthogonal polynomials on the complement of I.
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