Log-concavity and concentration bounds for a single gap between GUE eigenvalues

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Authors: Samuel G. G. Johnston
Cited by: 0

Abstract

We observe that the distribution of the eigenvalues of an $N$-by-$N$ GUE random matrix is log-concave on $\mathbb{R}^N$, and that the same is true for the law of a single gap between two consecutive eigenvalues. We use this observation to prove several concentration bounds for the semicircle-renormalised eigengaps, improving on bounds recently obtained in [Tao (2024). On the distribution of eigenvalues of GUE and its minors at fixed index. [arXiv:2412.10889]].

Fields of Study & Subjects

Random Matrices and Applications Markov Chains and Monte Carlo Methods Matrix Theory and Algorithms

Publication details

Journal / source
arXiv (Cornell University)
Publication date
8 January 2026
Document type
Preprint