arXiv:1901.01567 [math.PR]AbstractReferencesReviewsResources
Small gaps of GOE
Renjie Feng, Gang Tian, Dongyi Wei
Published 2019-01-06Version 1
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)!$.
Categories: math.PR
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