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

被引:19
作者
Tao, Terence [1 ]
机构
[1] Univ Calif Los Angeles, Dept Math, Los Angeles, CA 90095 USA
关键词
UNIVERSALITY; ENSEMBLES;
D O I
10.1007/s00440-012-0450-3
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We show that the distribution of (a suitable rescaling of) a single eigenvalue gap of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin-Mehta distribution, if the Wigner ensemble obeys a finite moment condition and matches moments with the GUE ensemble to fourth order. This is new even in the GUE case, as prior results establishing the Gaudin-Mehta law required either an averaging in the eigenvalue index parameter , or fixing the energy level instead of the eigenvalue index. The extension from the GUE case to the Wigner case is a routine application of the Four Moment Theorem. The main difficulty is to establish the approximate independence of the eigenvalue counting function (where is a suitably rescaled version of ) with the event that there is no spectrum in an interval , in the case of a GUE matrix. This will be done through some general considerations regarding determinantal processes given by a projection kernel.
引用
收藏
页码:81 / 106
页数:26
相关论文
共 30 条
[1]  
[Anonymous], 1980, FUNCTIONAL ANAL
[2]  
[Anonymous], 1993, Lecture Notes in Physics, DOI DOI 10.1007/BFB0021444
[3]  
[Anonymous], ARXIV11042272
[4]  
B.Delyon J.Yao, 2006, [Acta Mathematicae Applicatae Sinica, Ying yung shu hseh hseh pao], V22, P297
[5]  
Ben Arous G, 1294, ARXIV10101294
[6]   Determinantal Processes and Independence [J].
Ben Hough, J. ;
Krishnapur, Manjunath ;
Peres, Yuval ;
Virag, Balint .
PROBABILITY SURVEYS, 2006, 3 :206-229
[8]  
Bhatia R., 2013, MATRIX ANAL
[9]   GAUSSIAN FLUCTUATION IN RANDOM MATRICES [J].
COSTIN, O ;
LEBOWITZ, JL .
PHYSICAL REVIEW LETTERS, 1995, 75 (01) :69-72
[10]  
Deift P, 1999, COMMUN PUR APPL MATH, V52, P1335, DOI 10.1002/(SICI)1097-0312(199911)52:11<1335::AID-CPA1>3.0.CO