Empirical spacings of unfolded eigenvalues

DOI10.1214/EJP.V20-4436zbMATH Open1328.60014arXiv1505.07664MaRDI QIDQ894183FDOQ894183

Martin Venker, K. Schubert

Publication date: 27 November 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the empirical distribution of nearest neighbor spacings. We extend existing results for the spacing distribution in two ways. On the one hand, we believe the empirical distribution to be of more practical relevance than the so far considered expected distribution. On the other hand, we use the unfolding, a non-linear rescaling, which transforms the ensemble such that the density of particles is asymptotically constant. This allows to consider all empirical spacings, where previous results were restricted to a tiny fraction of the particles. Moreover, we prove bounds on the rates of convergence. The main ingredient for the proof, a strong bulk universality result for correlation functions in the unfolded setting including optimal rates, should be of independent interest.

Full work available at URL: https://arxiv.org/abs/1505.07664

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zbMATH Keywords

random matricesrates of convergenceunfoldingempirical spacingsGaudin distributionrepulsive particle systems

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting particle systems in time-dependent statistical mechanics (82C22) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Cited In (5)

• Statistics of extreme spacings in determinantal random point processes
• Mesoscopic fluctuations for unitary invariant ensembles
• Convergence and asymptotic approximations to universal distributions in probability
• Edge statistics for a class of repulsive particle systems
• Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices

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