Near-extreme eigenvalues and the first gap of Hermitian random matrices
Anthony Perret 1 Gregory Schehr 1 Journal of Statistical Physics, Springer Verlag (Germany), 2014, 156, pp.843-876 We study the phenomenon of « crowding » near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian Unitary Ensemble (GUE) of random matrix theory. We focus on two distinct quantities: (i) the density of states […]
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