On the computation of density and two-point correlation functions of a class of random matrix ensembles

Abstract

We demonstrate a method to solve a general class of random matrix ensembles numerically. The method is suitable for solving log-gas models with biorthogonal type two-body interactions and arbitrary potentials. We reproduce standard results for a variety of well-known ensembles and show some new results for the Muttalib-Borodin ensembles and recently introduced γ-ensemble for which analytic resultsare not yet available.