Large gaps between random eigenvalues

DOI10.1214/09-AOP508MaRDI QIDQ984450zbMATHOpenAlexFDO

Authors Benedek Valkó, Balint Virag

Publication date 19 July 2010

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

Full work available at URL https://arxiv.org/abs/0811.0007

zbMATH Keywords

large deviationsrandom matrices\(\beta\)-ensemblesBrownian carousel

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (probabilistic aspects) (60B20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: We show that in the point process limit of the bulk eigenvalues of $$-ensembles of random matrices, the probability of having no eigenvalue in a fixed interval of size $lambda$ is given by [�igl( kappa_{�eta}+o(1)�igr)lambda^{gamma_{�eta}}exp�iggl(-{�et a}{64}lambda^2+�iggl({�eta}{8}-{1}{4}�iggr)lambda�iggr)] as $lambdaoinfty$, where [gamma_{�eta}={1}{4}�iggl({�eta}{2}+{2}{�eta}-3�iggr)] and $$ is an undetermined positive constant. This is a slightly corrected version of a prediction by Dyson [J. Math. Phys. 3 (1962) 157--165]. Our proof uses the new Brownian carousel representation of the limit process, as well as the Cameron--Martin--Girsanov transformation in stochastic calculus.

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Cited in

(18)

• The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem
• Splitting of a gap in the bulk of the spectrum of random matrices
• The scaling limit of the critical one-dimensional random Schrödinger operator
• The Widom--Dyson constant for the gap probability in random matrix theory
• Operator level limit of the circular Jacobi \(\beta \)-ensemble
• Large gaps asymptotics for the 1-dimensional random Schrödinger operator
• Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications
• The many faces of the stochastic zeta function
• Large deviations for the \(\operatorname{Sine}_\beta\) and \(\operatorname{Sch}_\tau\) processes
• Sine‐kernel determinant on two large intervals
• Universality of general \(\beta\)-ensembles
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• The right tail exponent of the Tracy-Widom \(\beta\) distribution
• Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles
• Large gap asymptotics on annuli in the random normal matrix model
• Limits for circular Jacobi beta-ensembles
• Asymptotic forms for hard and soft edge general \(\beta \) conditional gap probabilities
• Gap universality of generalized Wigner and \(\beta\)-ensembles

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