Small-gap limiting law for Gaussian beta ensembles

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

1Zn,βe−nβ∑i=1nλi2/2∏1≤i<j≤n∣λi−λj∣β.\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(k−1)!xk(β+1)−1e−xβ+1\frac{\beta+1}{(k-1)!}x^{k(\beta+1)-1}e^{-x^{\beta+1}}

as n→∞n\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.

References

Primary source

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

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