Kernel Radon-Nikodym Derivatives for Random Matrix Ensembles

Abstract: We study random operator tuples and random matrix ensembles through positive definite kernels, conditional expectations, and dilation theory. A Radon-Nikodym theorem for kernels is established, showing how domination can be expressed by explicit density operators. For shifted kernels this reduces to simple moment-ratio tests. In bi-unitarily invariant and block-invariant ensembles, these criteria align with classical asymptotics such as the Marchenko-Pastur law, offering a clear and efficient way to detect threshold phenomena.