Splitting of a gap in the bulk of the spectrum of random matrices

Abstract

We consider the probability of having two intervals (gaps) without eigenvalues in the bulk scaling limit of the Gaussian unitary ensemble of random matrices. We describe uniform asymptotics for the transition between a single large gap and two large gaps. For the initial stage of the transition, we explicitly determine all the asymptotic terms (up to the decreasing ones) of the logarithm of the probability. We obtain our results by analyzing double-scaling asymptotics of a Toeplitz determinant whose symbol is supported on two arcs of the unit circle.