CLASSICAL DISCRETE SYMPLECTIC ENSEMBLES ON THE LINEAR AND EXPONENTIAL LATTICE: SKEW ORTHOGONAL POLYNOMIALS AND CORRELATION FUNCTIONS

Abstract

The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalized to discrete settings involving either a linear or an exponential lattice. The corresponding correlation functions can be expressed in terms of certain discrete and q skew orthogonal polynomials, respectively. We give a theory of both of these classes of polynomials, and the correlation kernels determining the correlation functions, in the cases in which the weights for the corresponding discrete unitary ensembles are classical. Crucial for this are certain difference operators which relate the relevant symmetric inner products to the skew symmetric ones, and have a tridiagonal acti..