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We use the steepest descents method to study the integral kernel of a family of normal random matrix ensembles with eigenvalue distribution P_{N}(z_{1},…,z_{N}) = Z_{N}^{-1} e^{-N\Sigma_{i=1}^{N}V_{\alpha}(z_{i})} \Pi_{1\leqi<j\leqN}|z_{i}-z_{j}|^{2} where V_{\alpha}(z)=|z|^{\alpha}, z \in C and \alpha \in ]0,\infty[. Asymptotic analysis with error estimates are obtained. A corollary of this expansion is a scaling limit for the n-point function in terms of the integral kernel for the classical Segal–Bargmann space.

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