SMALL GAPS OF CIRCULAR β-ENSEMBLE

被引:3
|
作者
Feng, Renjie [1 ]
Wei, Dongyi [2 ]
机构
[1] Univ Sci & Technol China, Dept Math, Hefei, Peoples R China
[2] Peking Univ, Dept Math, Beijing, Peoples R China
来源
ANNALS OF PROBABILITY | 2021年 / 49卷 / 02期
关键词
Smallest gaps; circular beta-ensemble; random matrices;
D O I
10.1214/20-AOP1468
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
In this article, we study the smallest gaps of the circular beta-ensemble (C beta E) on the unit circle, where beta is any positive integer. The main result is that the smallest gaps, after being normalized by n(beta+2/beta+1), will converge in distribution to a Poisson point process with some explicit intensity. And thus one can derive the limiting density of the kth smallest gap, which is proportional to x(k(beta+1)-1)e(-x beta+1). In particular, the results apply to the classical COE, CUE and CSE in random matrix theory. The essential part of the proof is to derive several identities and inequalities regarding the Selberg integral, which should have their own interest.
引用
收藏
页码:997 / 1032
页数:36
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