Level spacing of random matrices in an external source

In an earlier work we considered a Gaussian ensemble of random matrices in the presence of a given external matrix source. The measure is no longer unitary invariant, and the usual techniques based on orthogonal polynomials, or on the Coulomb gas representation, are not available. Nevertheless the n-point correlation functions are still given in terms of the determinant of a kernel, known through an explicit integral representation. This kernel is no longer symmetric, however, and is not readily accessible to standard methods. In particular, finding the level spacing probability is always a delicate problem in Fredholm theory, and we have to reconsider the problem within our model. We find a class of universality for the level spacing distribution when the spectrum of the source is adjusted to produce a vanishing gap in the density of the state. The problem is solved through coupled nonlinear differential equations, which turn out to form a Hamiltonian system. As a result we find that the level spacing probability p(s) behaves like exp[- Cs-8/3] for large spacing s; this is consistent with the asymptotic behavior exp[- Cs2 beta+2], whenever the density of state behaves near the edge as rho(lambda) similar to lambda(beta). [S1063-651X(98)00112-3].