Extreme gaps between eigenvalues of random matrices

DOI10.1214/11-AOP710zbMath1282.60008arXiv1010.1294MaRDI QIDQ359681

Paul Bourgade, Gérard Ben Arous

Publication date: 22 August 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.1294

zbMATH Keywords

Riemann zeta functionrandom matricesGaussian unitary ensemblecircular unitary ensembledeterminantal point processeseigenvalue spacingsextreme spacingsnegative association property

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Random matrices (algebraic aspects) (15B52) Nonreal zeros of (zeta (s)) and (L(s, chi)); Riemann and other hypotheses (11M26) Relations with random matrices (11M50)

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