Pseudocovariance-independence conjecture for GOE level crossings
Pseudocovariance-independence conjecture for GOE level crossings
Let and be independent GOE matrices, and write the normalized complex Gaussian pencil as . Its entry pseudocovariance is
Let denote the discriminant of the pencil and let be independent of . Pseudocovariance-independence conjecture. The pseudocovariance parameter does not contribute to the leading asymptotics:
in probability in . This would imply the uniform level-crossing law for GOE pencils; the unresolved issue is whether the pseudocovariance affects the leading logarithmic energy.
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Sources & referencesView supporting material
Primary source
B. Shapiro, “Level Crossing in Random Matrices. III. Analogs of Girko's circular and Wigner's semicircle laws”, arXiv:2604.25785 (2026).
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