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March 2021 Small gaps of circular β-ensemble
Renjie Feng, Dongyi Wei
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Ann. Probab. 49(2): 997-1032 (March 2021). DOI: 10.1214/20-AOP1468

Abstract

In this article, we study the smallest gaps of the circular β-ensemble (CβE) on the unit circle, where β is any positive integer. The main result is that the smallest gaps, after being normalized by nβ+2β+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 xk(β+1)1exβ+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.

Acknowledgement

We are indebted to the anonymous reviewers for providing many corrections and insightful comments, this paper would not have been possible without their supportive work.

Citation

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Renjie Feng. Dongyi Wei. "Small gaps of circular β-ensemble." Ann. Probab. 49 (2) 997 - 1032, March 2021. https://doi.org/10.1214/20-AOP1468

Information

Received: 1 October 2019; Revised: 1 July 2020; Published: March 2021
First available in Project Euclid: 17 March 2021

Digital Object Identifier: 10.1214/20-AOP1468

Subjects:
Primary: 60B20

Keywords: circular β-ensemble , random matrices , Smallest gaps

Rights: Copyright © 2021 Institute of Mathematical Statistics

Vol.49 • No. 2 • March 2021
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