A Two-HCIZ Gaussian Matrix Model for Non-Intersecting Brownian Bridges

Abstract

We construct a unitarily invariant Hermitian matrix ensemble whose fixed-time eigenvalue law coincides with the Karlin–McGregor law for non-intersecting Brownian bridges with arbitrary finite multiplicities at both endpoints. This provides an explicit matrix-ensemble realization of the known mixed-type multiple orthogonal polynomial and Riemann–Hilbert description of the general multi-start/multi-end problem. We then derive several exact finite-n consequences of this construction. These include a path-space lift as an orbital Hermitian Brownian bridge and a reduction of the partition function to a single compact HCIZ integral with explicit t-dependence. We also compare the one-sided reduction with the Gaussian external-field ensemble, showing that, although the two ensembles are spectrally equivalent, their angular statistics are different. Finally, we derive fixed-time Schwinger–Dyson identities and associated resolvent relations for the dressed ensemble.