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Janossy Densities in Coupled Random Matrices and Polynuclear Growth

Probability

Speaker: Alexander Soshnikov, UC Davis
Location: 693 Kerr
Start time: Tue, Nov 2 2004, 3:10PM

We explicitly calculate the Janossy densities for a special class of finite determinantal random point processes with several types of particles introduced by Prahofer and Spohn and, in full generality, by Johansson in connection with the analysis of polynuclear growth models. The results can be considered as a generalization of our earlier results with Borodin about the Janossy densities in biorthogonal ensembles. In particular, our results can be applied to ensembles of random matrices coupled in a chain.