Spacings in orthogonal and symplectic random matrix ensembles

DOI10.1007/S00365-015-9274-6zbMATH Open1331.15028arXiv1501.05637OpenAlexW1978228150MaRDI QIDQ896993FDOQ896993

K. Schubert

Publication date: 16 December 2015

Published in: Constructive Approximation (Search for Journal in Brave)

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.

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)

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Cited In (10)

• Spacings: An Example for Universality in Random Matrix Theory
• Level Spacing Distributions of Random Matrix Ensembles
• Random matrix ensembles associated to compact symmetric spaces
• On orthogonal and symplectic matrix ensembles
• Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
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• Exact Wigner surmise type evaluation of the spacing distribution in the bulk of the scaled random matrix ensembles
• On the universality of the level spacing distribution for some ensembles of random matrices
• Asymptotic level spacing distribution for aq-deformed random matrix ensemble
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