Hermitian, symmetric and symplectic random ensembles: PDEs for the distribution of the spectrum
Annals of mathematics, Tome 153 (2001) no. 1.

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@article{AM_2001_153_1_a2,
     author = {M. Adler and P. van Moerbeke},
     title = {Hermitian, symmetric and symplectic random ensembles: {PDEs} for the distribution of the spectrum},
     journal = {Annals of mathematics},
     publisher = {mathdoc},
     volume = {153},
     number = {1},
     year = {2001},
     url = {http://geodesic.mathdoc.fr/item/AM_2001_153_1_a2/}
}
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M. Adler; P. van Moerbeke. Hermitian, symmetric and symplectic random ensembles: PDEs for the distribution of the spectrum. Annals of mathematics, Tome 153 (2001) no. 1. http://geodesic.mathdoc.fr/item/AM_2001_153_1_a2/