Smallest Gaps Between Eigenvalues of Random Matrices With Complex Ginibre, Wishart and Universal Unitary Ensembles

preprint2012arXivOpen access

Abstract

In this paper we study the limiting distribution of the kk smallest gaps between eigenvalues of three kinds of random matrices -- the Ginibre ensemble, the Wishart ensemble and the universal unitary ensemble. All of them follow a Poissonian ansatz. More precisely, for the Ginibre ensemble we have a global result in which the kk-th smallest gap has typical length n−3/4n^{-3/4} with density x4k−1e−x4x^{4k-1}e^{-x^4} after normalization. For the Wishart and the universal unitary ensemble, it has typical length n−4/3n^{-4/3} and has density x3k−1e−x3x^{3k-1}e^{-x^3} after normalization.

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