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Probability of Two Large Gaps in the Bulk and at the Edge of the Spectrum of Random Matrices

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Toeplitz Operators and Random Matrices

Part of the book series: Operator Theory: Advances and Applications ((OT,volume 289))

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Abstract

We present the probability of two large gaps (intervals without eigenvalues) in the bulk and also in the edge scaling limit of the Gaussian Unitary Ensemble of random matrices.

In memory of Harold Widom, 1932–2021

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Fahs, B., Krasovsky, I., Maroudas, T.H. (2022). Probability of Two Large Gaps in the Bulk and at the Edge of the Spectrum of Random Matrices. In: Basor, E., Böttcher, A., Ehrhardt, T., Tracy, C.A. (eds) Toeplitz Operators and Random Matrices. Operator Theory: Advances and Applications, vol 289. Birkhäuser, Cham. https://doi.org/10.1007/978-3-031-13851-5_16

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