Small gaps of circular -ensemble

DOI10.1214/20-AOP1468zbMATH Open1467.60008arXiv1806.01555MaRDI QIDQ2039422FDOQ2039422

Authors: Renjie Feng, Dongyi Wei 

Publication date: 2 July 2021

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

Abstract: In this article, we study the smallest gaps of the log-gas $$-ensemble on the unit circle (C$$E), where $$ is any positive integer. The main result is that the smallest gaps, after being normalized by $$, will converge in distribution to a Poisson point process with some explicit intensity. And thus one can derive the limiting density of the $k$-th smallest gap, which is proportional to $$. In particular, the result applies to the classical COE, CUE and CSE in random matrix theory. The essential part of the proof is to derive several identities and inequalities regarding the Selberg integral, which should have their own interest.

Full work available at URL: https://arxiv.org/abs/1806.01555

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zbMATH Keywords

random matricescircular \(\beta \)-ensemblesmallest gaps

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (probabilistic aspects) (60B20)

Cites Work

• Log-gases and random matrices.
• The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics
• Determinantal random point fields
• Statistics of extreme spacings in determinantal random point processes
• Extreme gaps between eigenvalues of random matrices
• Jacobi Polynomials Associated with Selberg Integrals
• Universality in several-matrix models via approximate transport maps
• ON THE COMPLEX SELBERG INTEGRAL
• Tensor products of random unitary matrices
• Small gaps of GOE
• Comparison theorem for some extremal eigenvalue statistics

Cited In (4)

• Extreme gaps between eigenvalues of Wigner matrices
• Small gaps of GOE
• Almost-Hermitian random matrices and bandlimited point processes
• Tail bounds for gaps between eigenvalues of sparse random matrices

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