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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 kk 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 kk-th smallest gap has typical length n3/4n^{-3/4} with density x4k1ex4x^{4k-1}e^{-x^4} after normalization. For the Wishart and the universal unitary ensemble, it has typical length n4/3n^{-4/3} and has density x3k1ex3x^{3k-1}e^{-x^3} after normalization.

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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