4.7 Article Proceedings Paper

The Widom-Dyson constant for the gap probability in random matrix theory

Journal

Publisher

ELSEVIER SCIENCE BV
DOI: 10.1016/j.cam.2005.12.040

Keywords

random matrices; asymptotic expansions; correlation functions; Riemann-Hilbert problem

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In the bulk scaling limit for the Gaussian unitary ensemble in random matrix theory, the probability that there are no eigenvalues in the interval (0, 2s) is given by P-s = det(I - K-s), where Ks is the trace-class operator with kernel K-s(x, v) = sin/(x-y)/pi(x-y) acting on L-2(0, 2s). In the analysis of the asymptotic behavior of P-s as s -> infinity, there is particular interest in the constant term known as the Widom-Dyson constant. We present a new derivation of this constant, which can be adapted to calculate similar critical constants in other problems arising in random matrix theory. (c) 2006 Elsevier B.V. All rights reserved.

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