  Orthogonal polynomial random matrix models of NxN hermitian matrices lead to
Fredholm determinants of integral operators with kernel of the form (phi(x)
psi(y) - psi(x) phi(y))/x-y. This paper is concerned with the Fredholm
determinants of integral operators having kernel of this form and where the
underlying set is a union of open intervals. The emphasis is on the
determinants thought of as functions of the end-points of these intervals. We
show that these Fredholm determinants with kernels of the general form
described above are expressible in terms of solutions of systems of PDE's as
long as phi and psi satisfy a certain type of differentiation formula. There is
also an exponential variant of this analysis which includes the circular
ensembles of NxN unitary matrices.
