Janossy densities, multimatrix spacing distributions and Fredholm resolvents

Abstract

A simple proof is given for a generalized form of a theorem of Soshnikov. The latter states that the Janossy densities for multilevel determinantal ensembles supported on measurable subspaces of a set of measure spaces are constructed by dualization of bases on dual pairs of N-dimensional function spaces with respect to a pairing given by integration on the complements of the given measurable subspaces. The generalization extends this to dualization with respect to measures modified by arbitrary sets of weight functions.