Related papers: Closest Spacing of Eigenvalues
Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study…
This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
In this paper we study the limiting distribution of the $k$ 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…
Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…
Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…
We consider an $n\times n$ matrix of independent real Gaussian random variables and determine the asymptotic distribution of the smallest gaps between complex eigenvalues.
We consider the universality of the nearest neighbour eigenvalue spacing distribution in invariant random matrix ensembles. Focussing on orthogonal and symplectic invariant ensembles, we show that the empirical spacing distribution…
We determine the joint limiting distribution of adjacent spacings around a central, intermediate, or an extreme order statistic $X_{k:n}$ of a random sample of size $n$ from a continuous distribution $F$. For central and intermediate cases,…
We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…
We are interested in two random matrix ensembles related to permutations: the ensemble of permutation matrices following Ewens' distribution of a given parameter $\theta >0$, and its modification where entries equal to $1$ in the matrices…
The circular unitary ensemble and its generalizations concern a random matrix from a compact classical group $\mathrm{U}(N)$, $\mathrm{SU}(N)$, $\mathrm{O}(N)$, $\mathrm{SO}(N)$ or $\mathrm{USp}(N)$ distributed according to the Haar…
We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…
It has been conjectured that the statistical properties of zeros of the Riemann zeta function near $z = 1/2 + \ui E$ tend, as $E \to \infty$, to the distribution of eigenvalues of large random matrices from the Unitary Ensemble. At finite…
In recent studies of many-body localization in nonintegrable quantum systems, the distribution of the ratio of two consecutive energy level spacings, $r_n=(E_{n+1}-E_n)/(E_{n}-E_{n-1})$ or $\tilde{r}_n=\min(r_n,r_n^{-1})$, has been used as…
We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes, or between integrable and non-integrable systems. We derive analytical formulas for the spacing…
We consider $N\times N$ symmetric random matrices where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove that the eigenvalue spacing statistics in the bulk of the…
Level-spacing distributions of the Gaussian Unitary Ensemble (GUE) of random matrix theory are expressed in terms of solutions of coupled differential equations. Series solutions up to order 50 in the level spacing are obtained, thus…
The distributions of the spacing s between nearest-neighbor levels of unfolded spectra of random matrices from the beta-Hermite ensemble (beta-HE) is investigated by Monte Carlo simulations. The random matrices from the beta-HE are…
We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…