Spacings in orthogonal and symplectic random matrix ensembles

DOI10.1007/S00365-015-9274-6MaRDI QIDQ896993zbMATH OpenOpenAlexFDO

Authors K. Schubert

Publication date 16 December 2015

Published in Constructive Approximation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.05637

zbMATH Keywords

random matricesuniversalityinvariant ensembleslocal eigenvalue statisticsnearest neighbor spacings

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We consider the universality of the nearest neighbour eigenvalue spacing distribution in invariant random matrix ensembles. Focussing on orthogonal and symplectic invariant ensembles, we show that the empirical spacing distribution converges in a uniform way. More precisely, the main result states that the expected Kolmogorov distance of the empirical spacing distribution from its universal limit converges to zero as the matrix size tends to infinity.

Recommendations

• Spacings: An Example for Universality in Random Matrix Theory
• Level Spacing Distributions of Random Matrix Ensembles
• Empirical spacings of unfolded eigenvalues
• Distribution of spacings of random matrices. Part I: The first Spacing Law for Gaussian Hermitian matrices.
• Level spacings distribution for large random matrices: Gaussian fluctuations

Cites work

• scientific article; zbMATH DE number 5943539 (Why is no real title available?)
• scientific article; zbMATH DE number 1242982 (Why is no real title available?)
• scientific article; zbMATH DE number 1464566 (Why is no real title available?)
• scientific article; zbMATH DE number 1786681 (Why is no real title available?)
• scientific article; zbMATH DE number 2174437 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• A Riemann-Hilbert approach to asymptotic problems arising in the theory of random matrix models, and also in the theory of integrable statistical mechanics
• A steepest descent method for oscillatory Riemann-Hilbert problems. Asymptotics for the MKdV equation
• An introduction to random matrices
• Correlation functions, cluster functions, and spacing distributions for random matrices
• Density matrix of an impenetrable Bose gas and the fifth Painlevé transcendent
• Exact Wigner surmise type evaluation of the spacing distribution in the bulk of the scaled random matrix ensembles
• Global asymptotics for the Christoffel-Darboux kernel of random matrix theory
• Level spacings distribution for large random matrices: Gaussian fluctuations
• Log-gases and random matrices.
• On the distribution of the length of the longest increasing subsequence of random permutations
• On the distribution of the roots of certain symmetric matrices
• On the relation between orthogonal, symplectic and unitary matrix ensembles
• Orthogonal and symplectic matrix models: universality and other properties
• Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
• Random matrices: universality of local eigenvalue statistics
• Random matrix theory. Invariant ensembles and universality
• Spacings: An Example for Universality in Random Matrix Theory
• Strong asymptotics of Laguerre-type orthogonal polynomials and applications in random matrix theory
• The Steepest Descent Method for Orthogonal Polynomials on the Real Line with Varying Weights
• The isomonodromy approach to matrix models in 2D quantum gravity
• Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
• Universality for orthogonal and symplectic Laguerre-type ensembles
• Universality limits in the bulk for varying measures
• Universality of Wigner random matrices: a survey of recent results

Cited in

(16)

• Empirical spacings of unfolded eigenvalues
• A note on quantum Chaology and Gamma approximations to eigenvalue spacings for infinite random matrices
• On the universality of the level spacing distribution for some ensembles of random matrices
• Invariant sums of random matrices and the onset of level repulsion
• Consecutive level spacings in the chiral Gaussian unitary ensemble: from the hard and soft edge to the bulk
• On orthogonal and symplectic matrix ensembles
• Eigenvalue spacing statistics of a four-matrix model of some four-by-four random matrices
• Spacings: An Example for Universality in Random Matrix Theory
• Asymptotic level spacing distribution for aq-deformed random matrix ensemble
• Random matrix ensembles associated to compact symmetric spaces
• Level Spacing Distributions of Random Matrix Ensembles
• Spacing distributions in random matrix ensembles
• Exact Wigner surmise type evaluation of the spacing distribution in the bulk of the scaled random matrix ensembles
• Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
• scientific article; zbMATH DE number 5548141 (Why is no real title available?)
• Patterned random matrices: deviations from universality

This page was built for publication: Spacings in orthogonal and symplectic random matrix ensembles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q896993)