The asymptotic distribution of a single eigenvalue gap of a Wigner matrix

DOI10.1007/s00440-012-0450-3zbMath1280.15023arXiv1203.1605OpenAlexW2072316828MaRDI QIDQ377515

Terence C. Tao

Publication date: 6 November 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.1605

zbMATH Keywords

eigenvalueWigner random matrixGaudin-Mehta distribution

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items

Unnamed Item, Free analysis and random matrices, A transportation approach to universality in random matrix theory, Transport maps for β-matrix models in the multi-cut regime, Edge universality of beta ensembles, Gap universality of generalized Wigner and \(\beta\)-ensembles, Universality in several-matrix models via approximate transport maps, Random matrices: tail bounds for gaps between eigenvalues, Small gaps of GOE, Sparse random matrices have simple spectrum, Fixed Energy Universality for Generalized Wigner Matrices, Tail bounds for gaps between eigenvalues of sparse random matrices

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