Extreme gaps between eigenvalues of random matrices

DOI10.1214/11-AOP710MaRDI QIDQ359681zbMATH OpenFDO

Authors Gerard Ben Arous, P. Bourgade

Publication date 22 August 2013

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1010.1294, https://projecteuclid.org/euclid.aop/1372859762

zbMATH Keywords

Riemann zeta functionrandom matricesdeterminantal point processesGaussian unitary ensemblecircular unitary ensembleeigenvalue spacingsextreme spacingsnegative association property

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Order statistics; empirical distribution functions (62G30) Nonreal zeros of (zeta (s)) and (L(s, chi)); Riemann and other hypotheses (11M26) Relations with random matrices (11M50)

Abstract: This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth smallest gap, normalized by a factor $n^{-4/3}$, has a limiting density proportional to $x^{3k-1}{e}^{-x^3}$. Concerning the largest gaps, normalized by $n/sqrtlogn$, they converge in ${mathrmL}^p$ to a constant for all $p>0$. These results are compared with the extreme gaps between zeros of the Riemann zeta function.

Recommendations

• Extreme gaps between eigenvalues of Wigner matrices
• Random matrices: tail bounds for gaps between eigenvalues
• Near-extreme eigenvalues and the first gap of Hermitian random matrices
• scientific article; zbMATH DE number 1376671
• Level spacings distribution for large random matrices: Gaussian fluctuations

Cites work

• scientific article; zbMATH DE number 3422472 (Why is no real title available?)
• scientific article; zbMATH DE number 3866301 (Why is no real title available?)
• scientific article; zbMATH DE number 3477793 (Why is no real title available?)
• scientific article; zbMATH DE number 1242982 (Why is no real title available?)
• scientific article; zbMATH DE number 2174437 (Why is no real title available?)
• scientific article; zbMATH DE number 3338664 (Why is no real title available?)
• scientific article; zbMATH DE number 2207682 (Why is no real title available?)
• An introduction to random matrices
• Conditional intensity and Gibbsianness of determinantal point processes
• Course 1 Random matrices and determinantal processes
• Determinantal probability measures
• Determinantal random point fields
• Dyson's constant in the asymptotics of the Fredholm determinant of the sine kernel
• Large gaps between consecutive zeros of the Riemann zeta-function
• Level spacings distribution for large random matrices: Gaussian fluctuations
• Matrix Analysis
• Negative dependence and the geometry of polynomials
• On the Distribution of Spacings Between Zeros of the Zeta Function
• On the spectral distribution of Gaussian random matrices
• Ordinary Differential Equations and the Symmetric Eigenvalue Problem
• Partial Sums of ζ(½) Modulo 1
• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
• REM universality for random Hamiltonians
• Random matrices: universality of local eigenvalue statistics
• Random matrix theory and \(\zeta(1/2+it)\).
• Random point fields associated with certain Fredholm determinants. II: Fermion shifts and their ergodic and Gibbs properties
• Some open problems in random matrix theory and the theory of integrable systems
• Statistical Theory of the Energy Levels of Complex Systems. I
• Statistics of extreme spacings in determinantal random point processes
• The Widom--Dyson constant for the gap probability in random matrix theory
• Traces and determinants of linear operators
• Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
• Universality of random matrices and local relaxation flow
• Wigner matrices

Cited in

(28)

• Gap universality of generalized Wigner and \(\beta\)-ensembles
• Traffic distributions of random band matrices
• Pseudospectral shattering, the sign function, and diagonalization in nearly matrix multiplication time
• Detecting squarefree numbers
• Extreme gaps between eigenvalues of Wigner matrices
• Self-similarity in the circular unitary ensemble
• Small gaps of GOE
• Small gaps of circular \(\beta \)-ensemble
• Perturbations of multiple Schramm-Loewner evolution with two non-colliding Dyson Brownian motions
• Comparison theorem for some extremal eigenvalue statistics
• How much can the eigenvalues of a random Hermitian matrix fluctuate?
• Almost all quantum channels are equidistant
• On the geometry of the set of symmetric matrices with repeated eigenvalues
• Sparse random matrices have simple spectrum
• The asymptotic distribution of a single eigenvalue gap of a Wigner matrix
• Near-extreme eigenvalues and the first gap of Hermitian random matrices
• Eigenvectors and controllability of non-Hermitian random matrices and directed graphs
• Extreme values of CUE characteristic polynomials: a numerical study
• Small gaps in the spectrum of the rectangular billiard
• Empirical spacings of unfolded eigenvalues
• Splitting of a gap in the bulk of the spectrum of random matrices
• Tail bounds for gaps between eigenvalues of sparse random matrices
• Maximum of the characteristic polynomial of random unitary matrices
• Random weighted projections, random quadratic forms and random eigenvectors
• Universality in several-matrix models via approximate transport maps
• Quenched universality for deformed Wigner matrices
• A sharp rate of convergence for the empirical spectral measure of a random unitary matrix
• Random matrices: tail bounds for gaps between eigenvalues

This page was built for publication: Extreme gaps between eigenvalues of random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q359681)