Abstract
We calculate the n-point correlation function for a large class of Brownian-motion ensembles of random matrix theory. The corresponding Fokker–Planck equation describes a determinantal process in the theory of matrix-valued stochastic differential equations and can be mapped onto a Schödinger equation of non-interacting electrons in one dimension. The correlation functions are obtained explicitly via a suitable generalization of the method of biorthogonal functions.
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