Small-gap limiting law for Gaussian beta ensembles

Let β>0\beta>0, and let the Gaussian beta ensemble Gβ\betaE have joint density

1Zn,βenβi=1nλi2/21i<jnλiλjβ.\frac{1}{Z_{n,\beta}}e^{-n\beta \sum_{i=1}^n\lambda_i^2/2}\prod_{1\leq i<j\leq n}|\lambda_i-\lambda_j|^\beta.

Let tk,βnt^n_{k,\beta} be its kk-th smallest gap. Small-gap conjecture. There exists a constant cβc_\beta depending on β\beta such that

τk,βn=cβn(β+2)/(β+1)tk,βn\tau^n_{k,\beta}=c_\beta n^{(\beta+2)/(\beta+1)}t^n_{k,\beta}

has limiting density

β+1(k1)!xk(β+1)1exβ+1\frac{\beta+1}{(k-1)!}x^{k(\beta+1)-1}e^{-x^{\beta+1}}

as nn\to\infty. This conjecture extends the observed smallest-gap laws for the Gaussian orthogonal and unitary ensembles, and proposes the same limiting behavior as for circular beta ensembles.

Sources & referencesView supporting material

Primary source

Renjie Feng, Gang Tian and Dongyi Wei, “Small gaps of GOE”, arXiv:1901.01567 (2019).

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