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Largest gaps between bulk eigenvalues of unitary-invariant random Hermitian matrices

Probability 2026-02-24 v2

Abstract

We study n×nn\times n random Hermitian matrix ensembles that are invariant under unitary conjugation. Let II be a finite union of intervals lying in the bulk, and let mk(n)m_{k}^{(n)} be the kk-th largest gap between consecutive eigenvalues lying in II. We prove that the rescaled gap τk(n)\smash{\tau_{k}^{(n)}}, which is defined by \begin{align*} m_{k}^{(n)} = \frac{1}{2\pi \inf_{I}\rho} \bigg( \frac{\sqrt{32 \log n}}{n} + \frac{3q-8}{2q} \frac{ \log(2\log n)}{n \sqrt{2\log n}} + \frac{4\tau_{k}^{(n)}}{n \sqrt{2\log n}} \bigg), \end{align*} converges in distribution as n+n\to +\infty to a gamma-Gumbel random variable that is shifted by an explicit constant cV,Ic_{V,I} depending only on II and on the potential VV. Here ρ\rho is the density of the equilibrium measure and qN>0q\in \mathbb{N}_{>0} is the highest order at which ρ(x)\rho(x) approaches infIρ\inf_{I}\rho with xIx\in I; for example, if ρ(x)=1/(πx(1x))\rho(x)=1/(\pi\sqrt{x(1-x)}), then q=2q=2 if 12I\frac{1}{2}\in \overline{I} and q=1q=1 otherwise. This work extends a result of Feng and Wei beyond the Gaussian potential.

Keywords

Cite

@article{arxiv.2602.07524,
  title  = {Largest gaps between bulk eigenvalues of unitary-invariant random Hermitian matrices},
  author = {Christophe Charlier},
  journal= {arXiv preprint arXiv:2602.07524},
  year   = {2026}
}

Comments

30 pages, no figures

R2 v1 2026-07-01T10:25:55.225Z