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.
References
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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