Abstract
Exact analytical expressions are found for the joint probability distribution functions ofn eigenvalues belonging to a random Hermitian matrix of orderN, wheren is any integer andN→∞. The distribution functions, like those obtained earlier forn=2, involve only trigonometrical functions of the eigenvalue differences.
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Dyson, F.J. Correlations between eigenvalues of a random matrix. Commun.Math. Phys. 19, 235–250 (1970). https://doi.org/10.1007/BF01646824
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DOI: https://doi.org/10.1007/BF01646824