Smallest Gaps Between Eigenvalues of Random Matrices With Complex Ginibre, Wishart and Universal Unitary Ensembles
Probability
2012-07-19 v1
Abstract
In this paper we study the limiting distribution of the smallest gaps between eigenvalues of three kinds of random matrices -- the Ginibre ensemble, the Wishart ensemble and the universal unitary ensemble. All of them follow a Poissonian ansatz. More precisely, for the Ginibre ensemble we have a global result in which the -th smallest gap has typical length with density after normalization. For the Wishart and the universal unitary ensemble, it has typical length and has density after normalization.
Keywords
Cite
@article{arxiv.1207.4240,
title = {Smallest Gaps Between Eigenvalues of Random Matrices With Complex Ginibre, Wishart and Universal Unitary Ensembles},
author = {Dai Shi and Yunjiang Jiang},
journal= {arXiv preprint arXiv:1207.4240},
year = {2012}
}
Comments
31 pages, 1 figure