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Let $ \mu $ be the Gaussian measure $ d\mu(x) = e^{-x^2/2} \frac{dx}{\sqrt{2\pi} } $. I am interested in the following random matrix integral defined for all $ s \in \mathbb{R} $, $ N \geq 1 $ and $ a ...

Let $\chi^{\mathrm{Ai}}(I)$ denote the GUE (Airy-2) point process on the interval $I \subset \mathbb{R}$. Soshnikov proved \begin{align} \mathbb{E}(\chi^{\mathrm{Ai}}(-T, +\infty)) &\sim \...

It is known that the partition function $$ \mathcal{Z}_1=\int dH e^{-N{\rm Tr}(H^2)}e^{-NV(H)},$$ where the integral is over $N\times N$ hermitian matrices $H$, with the potential $$ V(H)=\sum_{j\ge 1}...

It appears I am profoundly confused in the following nice argument of Ginibre and Mehta and beautifully presented in Djalil Chafai's blog http://blog.djalil.chafai.net/2010/11/02/aspects-of-the-...