Bloch and Okounkov introduced an n-point correlation function on the infinite
wedge space and found an elegant closed formula in terms of theta functions.
This function has connections to Gromov-Witten theory, Hilbert schemes,
symmetric groups, etc, and it can also be interpreted as correlation functions
on integrable gl_\infty-modules of level one. Such gl_\infty-correlation
functions at higher levels were then calculated by Cheng and Wang. In this
paper, generalizing the type A results, we formulate and determine the n-point
correlation functions in the sense of Bloch-Okounkov on integrable modules over
classical Lie subalgebras of gl_\infty of type B,C,D at arbitrary levels. As
byproducts, we obtain new q-dimension formulas for integrable modules of type
B,C,D and some fermionic type q-identities.Comment: v2, very minor changes, Latex, 41 pages, to appear in Commun. Math.
Phy