Generalized Christoffel-Darboux formula for classical skew-orthogonal polynomials

Abstract

We show that skew-orthogonal functions, defined with respect to Jacobi weight $w_{a,b}(x)={(1-x)}^a{(1+x)}^b$, $a$, $b>-1$, including the limiting cases of Laguerre ($w_{a}(x)=x^{a}e^{-x}$, $a > -1$) and Gaussian weight ($w(x)=e^{-x^2}$), satisfy three-term recursion relation in the quaternion space. From this, we derive generalized Christoffel-Darboux (GCD) formul\ae\ for kernel functions arising in the study of the corresponding orthogonal and symplectic ensembles of random $2N\times 2N$ matrices. Using the GCD formul\ae we calculate the level-densities and prove that in the bulk of the spectrum, under appropriate scaling, the eigenvalue correlations are universal. We also provide evidence to show that there exists a mapping between skew-orthogonal functions arising in the study of orthogonal and symplectic ensembles of random matrices.