Extreme gaps between eigenvalues of Wigner matrices (Q2135442)

The author proves universality of the distribution of the smallest and largest gap between the eigenvalues of generalized Wigner matrices: properly rescaled these extreme gaps converge to universal limits (under some smoothness assumption for the density of the entries). This extends previous results for invariant ensembles. The proof relies on an analysis of the Dyson Brownian motion and the key ingredient is a new observable which is used to quantify the relaxation of the eigenvalues dynamics. A more detailed sketch of the proof with the author's insights can be found in Section~1.4 of the introduction. This new observable can also be used to give a quantitative proof of the gap universality (in the bulk and the edge of the spectrum). The author illustrates this by providing an explicit rate of convergence of the normalized largest eigenvalue to the Tracy-Widom distribution. As another application, he derives typical eigenvalues fluctuations close to the edge of the spectrum (complementing previous results about the fluctuations in the bulk).