A method to calculate correlation functions for $\beta=1$ random matrices of odd size

TL;DR

This paper introduces a novel method to compute correlation functions for odd-sized $eta=1$ random matrices by deriving them as limits of even-sized cases, addressing a longstanding computational challenge.

Contribution

It presents a new approach to calculate correlation functions for odd-sized $eta=1$ matrices, overcoming previous limitations in existing methods.

Findings

Derived correlations for N odd real Gaussian matrices.

Established a limiting procedure from even to odd matrix sizes.

Validated the new method with theoretical consistency.

Abstract

The calculation of correlation functions for $\beta=1$ random matrix ensembles, which can be carried out using Pfaffians, has the peculiar feature of requiring a separate calculation depending on the parity of the matrix size N. This same complication is present in the calculation of the correlations for the Ginibre Orthogonal Ensemble of real Gaussian matrices. In fact the methods used to compute the $\beta=1$, N odd, correlations break down in the case of N odd real Ginibre matrices, necessitating a new approach to both problems. The new approach taken in this work is to deduce the $\beta=1$, N odd correlations as limiting cases of their N even counterparts, when one of the particles is removed towards infinity. This method is shown to yield the correlations for N odd real Gaussian matrices.