Extreme gaps between eigenvalues of random matrices

DOI10.1214/11-AOP710zbMATH Open1282.60008arXiv1010.1294MaRDI QIDQ359681FDOQ359681

Authors: Gerard Ben Arous, P. Bourgade 

Publication date: 22 August 2013

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

Abstract: This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth smallest gap, normalized by a factor $n^{-4/3}$, has a limiting density proportional to $x^{3k-1}{e}^{-x^3}$. Concerning the largest gaps, normalized by $n/sqrtlogn$, they converge in ${mathrmL}^p$ to a constant for all $p>0$. These results are compared with the extreme gaps between zeros of the Riemann zeta function.

Full work available at URL: https://arxiv.org/abs/1010.1294

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zbMATH Keywords

Riemann zeta functionrandom matricesdeterminantal point processesGaussian unitary ensemblecircular unitary ensembleeigenvalue spacingsextreme spacingsnegative association property

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Order statistics; empirical distribution functions (62G30) Nonreal zeros of (zeta (s)) and (L(s, chi)); Riemann and other hypotheses (11M26) Relations with random matrices (11M50)

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Cited In (28)

• Gap universality of generalized Wigner and \(\beta\)-ensembles
• Traffic distributions of random band matrices
• Pseudospectral shattering, the sign function, and diagonalization in nearly matrix multiplication time
• Detecting squarefree numbers
• Extreme gaps between eigenvalues of Wigner matrices
• Self-similarity in the circular unitary ensemble
• Small gaps of GOE
• Small gaps of circular \(\beta \)-ensemble
• Perturbations of multiple Schramm-Loewner evolution with two non-colliding Dyson Brownian motions
• Comparison theorem for some extremal eigenvalue statistics
• Almost all quantum channels are equidistant
• How much can the eigenvalues of a random Hermitian matrix fluctuate?
• On the geometry of the set of symmetric matrices with repeated eigenvalues
• Sparse random matrices have simple spectrum
• The asymptotic distribution of a single eigenvalue gap of a Wigner matrix
• Near-extreme eigenvalues and the first gap of Hermitian random matrices
• Extreme values of CUE characteristic polynomials: a numerical study
• Eigenvectors and controllability of non-Hermitian random matrices and directed graphs
• Small gaps in the spectrum of the rectangular billiard
• Empirical spacings of unfolded eigenvalues
• Splitting of a gap in the bulk of the spectrum of random matrices
• Tail bounds for gaps between eigenvalues of sparse random matrices
• Maximum of the characteristic polynomial of random unitary matrices
• Random weighted projections, random quadratic forms and random eigenvectors
• Universality in several-matrix models via approximate transport maps
• Quenched universality for deformed Wigner matrices
• A sharp rate of convergence for the empirical spectral measure of a random unitary matrix
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