Large gaps between random eigenvalues

DOI10.1214/09-AOP508zbMath1223.60009arXiv0811.0007OpenAlexW2113557624MaRDI QIDQ984450

Bálint Virág, Benedek Valkó

Publication date: 19 July 2010

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

Full work available at URL: https://arxiv.org/abs/0811.0007

zbMATH Keywords

random matriceslarge deviations\(\beta\)-ensemblesBrownian carousel

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Large deviations (60F10)

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Operator level limit of the circular Jacobi β-ensemble ⋮ Beta ensembles, stochastic Airy spectrum, and a diffusion ⋮ The right tail exponent of the Tracy-Widom \(\beta\) distribution ⋮ The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem ⋮ Large gap asymptotics on annuli in the random normal matrix model ⋮ Asymptotic forms for hard and soft edge general \(\beta \) conditional gap probabilities ⋮ Universality of general \(\beta\)-ensembles ⋮ Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles ⋮ Gap universality of generalized Wigner and \(\beta\)-ensembles ⋮ Limits for circular Jacobi beta-ensembles ⋮ The scaling limit of the critical one-dimensional random Schrödinger operator ⋮ Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications ⋮ Large deviations for the \(\operatorname{Sine}_\beta\) and \(\operatorname{Sch}_\tau\) processes ⋮ The many faces of the stochastic zeta function

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