Large gaps between random eigenvalues (Q984450): Difference between revisions

One of the classical topics in random matrix theory is the local behavior of eigenvalues, modeling the energy levels of a physical system. Wigner put forward a prediction for the asymptotic probability of having no GOE eigenvalues in a fixed interval of the real line, as matrix size tends to infinity and the spectrum is properly rescaled. \textit{F. J. Dyson} [J. Math. Phys. 3, 140--156, 157--165, 166--175 (1962; Zbl 0105.41604)] stated a corrected version for all \(\beta\)-ensembles, and a rigorous proof for the classical Wigner-Dyson cases \(\beta = 1, 2, 4\) was subsequently given by several authors, e.g., \textit{P. A. Deift, A. R. Its} and \textit{X. Zhou} [Ann. Math. (2) 146, No. 1, 149--235 (1997; Zbl 0936.47028)]. In the paper under review, the authors provide a proof for general \(\beta\). It is based on their recent work [Invent. Math. 177, No. 3, 463--508 (2009; Zbl 1204.60012)] which represents the point process limit of the bulk eigenvalues in terms of the Brownian carousel, a deterministic function of the Brownian motion on the Poincaré disk. This makes it possible to express the gap probability of interest in terms of a passage probability for a related process and invoke a version of the Cameron-Martin-Girsanov formula.