Skew-orthogonal polynomials and random-matrix ensembles.

There is considerable interest in understanding the relation between random-matrix ensembles and quantum chaotic systems in the context of the universality of energy-level correlations. In this connection, while Gaussian ensembles of random matrices have been studied extensively, not much is known about ensembles with non-Gaussian weight functions. Dyson has shown that the n-level correlation functions can be expressed in terms of a kernel function involving orthogonal and skew-orthogonal polynomials--orthogonal for matrix ensembles with unitary invariance and skew orthogonal for ensembles with orthogonal and symplectic invariances. We have obtained the following results. (1) Skew-orthogonal polynomials of both types are derived for the Jacobi class of weight functions including the limiting cases of associated Laguerre and Hermite (or Gaussian). (2) Matrix-integral representations are given for the general weight functions. (3) Asymptotic forms of the polynomials are obtained rigorously for the Jacobi class and in the form of an ansatz for the general case. (4) For the three types of ensembles, the (asymptotic) n-level correlation functions with appropriate scaling are shown to be universal, being independent of the weight function and location in the spectrum, and identical with the well-known Gaussian results. This provides a rigorous justification for the universality of the Gaussian ensemble results observed in quantum chaotic systems. As expected, the level density is not universal.