Spacings: An Example for Universality in Random Matrix Theory

DOI10.1007/978-3-642-38806-4_3MaRDI QIDQ2863571zbMATHOpenAlexFDO

Authors K. Schubert, Thomas Kriecherbauer

Publication date 22 November 2013

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

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

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)

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 $sigm{a}_N$.

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Cited in

(5)

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

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