English

The asymptotic distribution of a single eigenvalue gap of a Wigner matrix

Probability 2012-09-03 v3

Abstract

We show that the distribution of (a suitable rescaling of) a single eigenvalue gap λi+1(Mn)λi(Mn)\lambda_{i+1}(M_n)-\lambda_i(M_n) of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin-Mehta distribution, if the Wigner ensemble obeys a finite moment condition and matches moments with the GUE ensemble to fourth order. This is new even in the GUE case, as prior results establishing the Gaudin-Mehta law required either an averaging in the eigenvalue index parameter ii, or fixing the energy level uu instead of the eigenvalue index. The extension from the GUE case to the Wigner case is a routine application of the Four Moment Theorem. The main difficulty is to establish the approximate independence of the eigenvalue counting function N(,x)(M~n)N_{(-\infty,x)}(\tilde M_n) (where M~n\tilde M_n is a suitably rescaled version of MnM_n) with the event that there is no spectrum in an interval [x,x+s][x,x+s], in the case of a GUE matrix. This will be done through some general considerations regarding determinantal processes given by a projection kernel.

Keywords

Cite

@article{arxiv.1203.1605,
  title  = {The asymptotic distribution of a single eigenvalue gap of a Wigner matrix},
  author = {Terence Tao},
  journal= {arXiv preprint arXiv:1203.1605},
  year   = {2012}
}

Comments

21 pages, no figures, submitted, Prob. Thy. and Related Fields. This is the final version, incorporating the referee comments