
In the theory of random matrices for unitary ensembles associated with Hermitian matrices, m-point correlation functions play an important role. We show that they possess a useful variational principle. Let μ be a measure with support in the real line, and Kn be the n-th reproducing kernel for the associated orthonormal polynomials. We prove that, for m≥1, det [ K n ( μ , x i , x j ) ] 1 ≤ i , j ≤ m = m ! sup P P 2 ( x ¯ ) ∫ P 2 ( t ¯ ) d μ × m ( t ¯ ) where the supremum is taken over all alternating polynomials P of degree at most n−1 in m variables x¯=(x1,x2,…,xm). Moreover, μ×m is the m-fold Cartesian product of μ. As a consequence, the suitably normalized m-point correlation functions are monotone decreasing in the underlying measure μ. We deduce pointwise one-sided universality for arbitrary compactly supported measures, and other limits.
60B20, 33C50, correlation functions, 42C05, Christoffel functions, 15B52, orthogonal polynomials, random matrices, 60F99, unitary ensembles
60B20, 33C50, correlation functions, 42C05, Christoffel functions, 15B52, orthogonal polynomials, random matrices, 60F99, unitary ensembles
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