The averaged characteristic polynomial for the Gaussian and chiral Gaussian ensembles with a source

In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(β= 1)$, complex ($β= 2)$ and real quaternion $(β= 4$) elements. We use the Dyson Brownian motion model to give a meaning for general $β> 0$. In the Gaussian case a further construction valid for $β> 0$ is given, as the eigenvalue PDF of a recursively defined random matrix ensemble. In the case of real or complex elements, a combinatorial argument is used to compute the averaged characteristic polynomial. The resulting functional forms are shown to be a special cases of duality formulas due to Desrosiers. New derivations of the general case of Desrosiers' dualities are given. A soft edge scaling limit of the averaged characteristic polynomial is identified, and an explicit evaluation in terms of so-called incomplete Airy functions is obtained.

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