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Related papers: Small gaps of GOE

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In this paper, we study the smallest gaps for the Gaussian symplectic ensemble (GSE). We prove that the rescaled smallest gaps and their locations converge to a Poisson point process with an explicit rate. The approach provides an…

Probability · Mathematics 2024-09-06 Renjie Feng , Jiaming Li , Dong Yao

In this article, we study the smallest gaps of the log-gas $\beta$-ensemble on the unit circle (C$\beta$E), where $\beta$ is any positive integer. The main result is that the smallest gaps, after being normalized by $n^{\frac…

Probability · Mathematics 2020-09-22 Renjie Feng , Dongyi Wei

We consider the two-dimensional Coulomb gas with a general potential at the determinantal temperature, or equivalently, the eigenvalues of random normal matrices. We prove that the smallest gaps between particles are typically of order…

Probability · Mathematics 2025-08-26 Christophe Charlier

Formulas are derived for the average level density of deformed, or transition, Gaussian orthogonal random matrix ensembles. After some general considerations about Gaussian ensembles we derive formulas for the average level density for (i)…

Nuclear Theory · Physics 2009-11-10 A. C. Bertuola , J. X. de Carvalho , M. S. Hussein , M. P. Pato , A. J. Sargeant

In this article, we study the smallest distances between the zeros of Gaussian analytic functions over compact Riemann surfaces. Our main result is that, after appropriate rescaling, the point process of the smallest distances converge to a…

Probability · Mathematics 2026-04-30 Renjie Feng , Dong Yao

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…

Probability · Mathematics 2013-07-25 Gérard Ben Arous , Paul Bourgade

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…

Probability · Mathematics 2012-07-19 Dai Shi , Yunjiang Jiang

We present numerical investigations demonstrating the result that the distribution of the lowest eigenvalue of finite many-boson systems (say we have $m$ number of bosons) with $k$-body interactions, modeled by Bosonic Embedded Gaussian…

Quantum Physics · Physics 2025-10-02 N. D. Chavda , Priyanka Rao , V. K. B. Kota , Manan Vyas

We study the largest gaps between successive zeros of a smooth stationary Gaussian process. Our main result is that, if correlations decay at least polynomially, then after suitable rescaling of the locations and sizes of the largest gaps…

Probability · Mathematics 2026-05-22 Renjie Feng , Stephen Muirhead

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Probability · Mathematics 2011-03-03 Sean O'Rourke

In this paper, we study the extremal process of the maxima of all the largest eigenvalues of principal minors of the classical Gaussian orthogonal ensemble (GOE). We prove that the fluctuation of the maxima is given by the Gumbel…

Probability · Mathematics 2024-02-14 Renjie Feng , Gang Tian , Dongyi Wei , Dong Yao

We prove that the minimum of the modulus of a random trigonometric polynomial with Gaussian coefficients, properly normalized, has limiting exponential distribution.

Probability · Mathematics 2020-09-25 Oren Yakir , Ofer Zeitouni

Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…

Probability · Mathematics 2015-06-26 Jonas Gustavsson

We study the distribution of the minimum spacing between eigenvalues of a random n by n unitary matrix. The minimum spacing scales as $n^{-4/3}$, not $n^{-2}$ as would be the case for n independent points on the unit circle, illustrating…

Spectral Theory · Mathematics 2011-11-14 Jade P. Vinson

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)…

Probability · Mathematics 2010-11-16 Christopher Hammond , Steven J. Miller

Given $2\le k\le n$, the minimal $(n-1)$-dimensional Gaussian measure of the union of the boundaries of $k$ disjoint sets of equal Gaussian measure in $\R^n$ whose union is $\R^n$ is of order $\sqrt{\log k}$. A similar results holds also…

Probability · Mathematics 2011-03-02 Gideon Schechtman

Probability distribution for the ratio ($r$) of consecutive level spacings of the eigenvalues of a Poisson (generating regular spectra) spectrum and that of a GOE random matrix ensemble are given recently. Going beyond these, for the…

Statistical Mechanics · Physics 2015-06-19 N. D. Chavda , H. N. Deota , V. K. B. Kota

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.

Probability · Mathematics 2024-04-01 Patrick Lopatto , Matthew Meeker

The study of spectrum statistics, such as the consecutive-gap ratio distribution, has revealed many interesting properties of many-body complex systems. Here we propose a two-parameter surmise expression for such distribution to describe…

Disordered Systems and Neural Networks · Physics 2025-12-18 Gerson C. Duarte-Filho , Julian Siegl , John Schliemann , J. Carlos Egues

A known result in random matrix theory states the following: Given a random Wigner matrix $X$ which belongs to the Gaussian Orthogonal Ensemble (GOE), then such matrix $X$ has an invariant distribution under orthogonal conjugations. The…

Probability · Mathematics 2019-10-02 Jose Angel Sanchez Gomez , Victor Amaya Carvajal
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