Random matrix ensembles associated to compact symmetric spaces

Eduardo Duenez

Published 2001-11-02, updated 2003-09-04Version 2

We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families of (unitary, orthogonal and symplectic) ensembles of Jacobi type. We discuss the universal and weakly universal features of the global and local correlations of the levels in the bulk and at the hard edge of the spectrum (i.e., at the "central points" +/-1 on the unit circle). Previously known results are extended, and we find new simple formulas for the Bessel Kernels that describe the local correlations around a central point.