Log-concavity and concentration bounds for a single gap between GUE eigenvalues
Probability
2026-01-12 v2
Abstract
We observe that the distribution of the eigenvalues of an -by- GUE random matrix is log-concave on , and that the same is true for the law of a single gap between two consecutive eigenvalues. We use this observation to prove several concentration bounds for the semicircle-renormalised eigengaps, improving on bounds recently obtained in [Tao (2024). On the distribution of eigenvalues of GUE and its minors at fixed index. [arXiv:2412.10889]].
Cite
@article{arxiv.2601.04869,
title = {Log-concavity and concentration bounds for a single gap between GUE eigenvalues},
author = {Samuel G. G. Johnston},
journal= {arXiv preprint arXiv:2601.04869},
year = {2026}
}
Comments
8 pages