Fox H-kernel and $\theta $-deformation of the Cauchy Two-Matrix Model and Bures Ensemble

2019 
A $\theta$-deformation of the Laguerre weighted Cauchy two-matrix model, and the Bures ensemble, is introduced. Such a deformation is familiar from the Muttalib-Borodin ensemble. The $\theta$-deformed Cauchy-Laguerre two-matrix model is a two-component determinantal point process. It is shown that the correlation kernel, and its hard edge scaled limit, can be written as the Fox H-functions, generalising the Meijer G-function class known from the study of the case $\theta= 1$. In the $\theta=1$ case, it is shown Laguerre-Bures ensemble is related to the Laguerre-Cauchy two-matrix model, notwithstanding the Bures ensemble corresponds to a Pfaffian point process. This carries over to the $\theta$-deformed case, allowing explicit expressions involving Fox H-functions for the correlation kernel, and its hard edge scaling limit, to be obtained.
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