Small gaps of GOE
Probability
2019-01-08 v1
Abstract
In this article, we study the smallest gaps of the Gaussian orthogonal ensemble. The main result is that the smallest gaps, after normalized by , will tend to a Poisson distribution, and the limiting density of the -th normalized smallest gaps is .
Keywords
Cite
@article{arxiv.1901.01567,
title = {Small gaps of GOE},
author = {Renjie Feng and Gang Tian and Dongyi Wei},
journal= {arXiv preprint arXiv:1901.01567},
year = {2019}
}