A Fuchsian Matrix Differential Equation for Selberg Correlation Integrals

Abstract

We characterize averages of, with respect to the Selberg density, further constrained so that t l ∈ [0, x](l = 1, ..., q) and t l ∈ [x, 1](l = q + 1, ..., q), in terms of a basis of solutions of a particular Fuchsian matrix differential equation. By making use of the Dotsenko-Fateev integrals, the explicit form of the connection matrix from the Frobenius type power series basis to this basis is calculated, thus allowing us to explicitly compute coefficients in the power series expansion of the averages. From these we are able to compute power series for the marginal distributions of the t j (j = 1, ..., N). In the case q = 0 and α < 1 we compute the explicit leading order term in the x → 0 a..