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Related papers: Maximum gap in complex Ginibre matrices

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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

We consider the probability of two large gaps (intervals without eigenvalues) in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We determine the multiplicative constant in the asymptotics. We also provide the…

Mathematical Physics · Physics 2020-03-19 Benjamin Fahs , Igor Krasovsky

We consider the elliptic Ginibre ensembles in the real, complex and symplectic symmetry classes. As the matrix size tends to infinity, we derive the asymptotic behaviour of the upper tail large deviation probabilities for both the spectral…

Probability · Mathematics 2026-03-18 Sung-Soo Byun , Yong-Woo Lee , Seungjoon Oh

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

We study $n\times n$ random Hermitian matrix ensembles that are invariant under unitary conjugation. Let $I$ be a finite union of intervals lying in the bulk, and let $m_{k}^{(n)}$ be the $k$-th largest gap between consecutive eigenvalues…

Probability · Mathematics 2026-02-24 Christophe Charlier

We consider the probability of having two intervals (gaps) without eigenvalues in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We describe uniform asymptotics for the transition between a single large gap and…

Functional Analysis · Mathematics 2020-03-19 Benjamin Fahs , Igor Krasovsky

We establish large deviation principles for the extremal eigenvalues of the Ginibre ensembles with good rate functions. In contrast to the typical estimates for the extremal eigenvalues, the large deviations for the real Ginibre ensemble…

Probability · Mathematics 2025-12-16 Yuanyuan Xu , Qiang Zeng

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

It is known that the bulk scaling limit of the real eigenvalues for the real Ginibre ensemble is equal in distribution to the rescaled $t \to \infty$ limit of the annihilation process $A + A \to \emptyset$. Furthermore, deleting each…

Mathematical Physics · Physics 2015-10-09 Peter J. Forrester

We compute the leading asymptotics of the maximum of the (centered) logarithm of the absolute value of the characteristic polynomial, denoted $\Psi_N$, of the Ginibre ensemble as the dimension $N$ of the random matrix tends to infinity. The…

Probability · Mathematics 2020-08-26 Gaultier Lambert

In this article, we study the largest gaps of the classical random matrices of CUE and GUE, and show that after rescaling, the limiting densities are given by the Gumbel distributions.

Probability · Mathematics 2024-11-05 Renjie Feng , Dongyi Wei

The complex Ginibre ensemble is an $N\times N$ non-Hermitian random matrix over $\mathbb{C}$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the…

Probability · Mathematics 2018-05-24 Nicholas Crawford , Ron Rosenthal

In this paper we analyze the spectral gap of a weighted graph which is the difference between the smallest positive and largest negative eigenvalue of its adjacency matrix. Such a graph can represent e.g. a chemical organic molecule. Our…

Optimization and Control · Mathematics 2016-11-22 Sona Pavlikova , Daniel Sevcovic

We estimate the size of the spectral gap at zero for some Hermitian block matrices. Included are quasi-definite matrices, quasi-semidefinite matrices (the closure of the set of the quasi-definite matrices) and some related block matrices…

Spectral Theory · Mathematics 2016-01-15 Ivan Veselic , Kresimir Veselic

We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first…

Probability · Mathematics 2020-03-24 Benjamin Landon , Patrick Lopatto , Jake Marcinek

Let $g(f)$ denote the maximum of the differences (gaps) between two consecutive exponents occurring in a polynomial $f$. Let $\Phi_n$ denote the $n$-th cyclotomic polynomial and let $\Psi_n$ denote the $n$-th inverse cyclotomic polynomial.…

Number Theory · Mathematics 2011-01-25 Hoon Hong , Eunjeong Lee , Hyang-Sook Lee , Cheol-Min Park

In this paper several examples of gaps (lacunes) between dimensions of maximal and submaximal symmetric models are considered, which include investigation of number of independent linear and quadratic integrals of metrics and counting the…

Differential Geometry · Mathematics 2012-03-06 Boris Kruglikov

The maximum gap $g(f)$ of a polynomial $f$ is the maximum of the differences (gaps) between two consecutive exponents that appear in $f$. Let $\Phi_{n}$ and $\Psi_{n}$ denote the $n$-th cyclotomic and $n$-th inverse cyclotomic polynomial,…

Number Theory · Mathematics 2017-02-27 Mary Ambrosino , Hoon Hong , Eunjeong Lee

We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of the complex plane where their real parts reach their maximum value. This maximum follows the Gumbel distribution and that these extreme…

Probability · Mathematics 2022-10-26 Giorgio Cipolloni , László Erdős , Dominik Schröder , Yuanyuan Xu

We consider the ensemble of Real Ginibre matrices with a positive fraction $\alpha>0$ of real eigenvalues. We demonstrate a large deviations principle for the joint eigenvalue density of such matrices and we introduce a two phase log-gas…

Mathematical Physics · Physics 2015-09-29 Luis Carlos García del Molino , Khashayar Pakdaman , Jonathan Touboul , Gilles Wainrib
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