English

Log-concavity and concentration bounds for a single gap between GUE eigenvalues

Probability 2026-01-12 v2

Abstract

We observe that the distribution of the eigenvalues of an NN-by-NN GUE random matrix is log-concave on RN\mathbb{R}^N, and that the same is true for the law of a single gap between two consecutive eigenvalues. We use this observation to prove several concentration bounds for the semicircle-renormalised eigengaps, improving on bounds recently obtained in [Tao (2024). On the distribution of eigenvalues of GUE and its minors at fixed index. [arXiv:2412.10889]].

Keywords

Cite

@article{arxiv.2601.04869,
  title  = {Log-concavity and concentration bounds for a single gap between GUE eigenvalues},
  author = {Samuel G. G. Johnston},
  journal= {arXiv preprint arXiv:2601.04869},
  year   = {2026}
}

Comments

8 pages

R2 v1 2026-07-01T08:55:58.931Z