Small gaps of circular -ensemble

DOI10.1214/20-AOP1468MaRDI QIDQ2039422zbMATH OpenFDO

Authors Renjie Feng, Dongyi Wei

Publication date 2 July 2021

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

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

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)

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.

Recommendations

• Small gaps of GOE
• Extreme gaps between eigenvalues of random matrices
• Equidistribution and \(\beta\)-ensembles
• Moments of traces of circular beta-ensembles
• Gap universality of generalized Wigner and \(\beta\)-ensembles

Cites work

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

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

This page was built for publication: Small gaps of circular \(\beta \)-ensemble

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2039422)