Poisson/Gaudin–Mehta conjecture for random symmetric banded matrices

Let AA be a random real symmetric banded matrix of size N×NN\times N with independent entries and bandwidth bNαb\asymp N^\alpha. Poisson/Gaudin–Mehta conjecture. The limiting local statistics of AA are Poisson if α<12\alpha<\frac{1}{2} and Gaudin–Mehta if α>12\alpha>\frac{1}{2}. This is a central open problem in random matrix theory. Existing results and numerical and heuristic evidence support the critical bandwidth scale bNb\asymp\sqrt{N}, but do not establish the claimed local statistics in the two regimes.

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Primary source

Sheehan Olver and Andrew Swan, “Evidence of the Poisson/Gaudin-Mehta phase transition for banded matrices on global scales”, arXiv:1703.06985 (2017).

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