Spacings: An Example for Universality in Random Matrix Theory

DOI10.1007/978-3-642-38806-4_3zbMATH Open1290.60005arXiv1510.06597OpenAlexW2160051031MaRDI QIDQ2863571FDOQ2863571

Thomas Kriecherbauer, K. Schubert

Publication date: 22 November 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Abstract: Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the empirical spacing distribution and its Kolmogorov distance from the universal limit. We describe new results, some analytical, some numerical, that are contained in [27]. A large part of the paper is devoted to explain basic definitions and facts of Random Matrix Theory, culminating in a sketch of the proof of a weak version of convergence for the empirical spacing distribution $sigm{a}_N$.

Full work available at URL: https://arxiv.org/abs/1510.06597

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zbMATH Keywords

random matrix theorylimiting spectral distribution\(k\)-point correlation functionempirical spacing distribution

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20)

Cited In (4)

• Spacing distributions in random matrix ensembles
• Bulk universality for Wigner matrices
• Spacings in orthogonal and symplectic random matrix ensembles
• Spacing distributions for real symmetric \(2 \times 2\) generalized Gaussian ensembles

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