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Largest Gaps between Eigenvalues of the Gaussian Orthogonal Ensemble

Primarily AI-generated textHuman understanding: some partsmath.PR — Probability

Contributed by Patrick Lopatto ↗

Version 1 / Oct 23, 2026 / CC BY 4.0

Abstract

We determine the asymptotic distribution of the largest gaps between consecutive eigenvalues of the Gaussian orthogonal ensemble (GOE) in the bulk of the spectrum. After an explicit centering and scaling, the largest gaps in a fixed interval converge to a Poisson point process with an exponential intensity, so the largest gap has a shifted Gumbel limit. The analogous result for the Gaussian unitary ensemble was proved by Feng and Wei. Our proof expresses the squared probability that the GOE has no eigenvalues in a union of intervals as the corresponding probability for the Gaussian unitary ensemble times a determinant of fixed size, for every matrix dimension. We control this determinant on intervals whose length in units of the local mean spacing grows with the dimension, using an uncertainty principle of Nazarov and exact identities for Hermite functions.

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Version history

  1. v1Submitted by Patrick LopattoInitial depositCurrentOct 23, 2026