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Small gaps of GOE

Published 6 Jan 2019 in math.PR | (1901.01567v1)

Abstract: In this article, we study the smallest gaps of the Gaussian orthogonal ensemble. The main result is that the smallest gaps, after normalized by $n$, will tend to a Poisson distribution, and the limiting density of the $k$-th normalized smallest gaps is $ 2{}x{2k-1}e{-x{2}}/(k-1)!$.

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Authors (3)

  1. Renjie Feng 
  2. Gang Tian 
  3. Dongyi Wei 

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