Large gaps of CUE and GUE
Probability
2024-11-05 v3
Abstract
In this article, we study the largest gaps of the classical random matrices of CUE and GUE, and show that after rescaling, the limiting densities are given by the Gumbel distributions.
Cite
@article{arxiv.1807.02149,
title = {Large gaps of CUE and GUE},
author = {Renjie Feng and Dongyi Wei},
journal= {arXiv preprint arXiv:1807.02149},
year = {2024}
}