Formulates an avatar of the Fyodorov-Hiary-Keating conjecture for black hole microstate counts, implying sharp bounds on CFT primary operator interval counts and suggesting that AdS spectra exhibit extreme value statistics of Gaussian log-correlated random matrices.
Extreme gaps between eigenvalues of random matrices
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abstract
This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth smallest gap, normalized by a factor $n^{-4/3}$, has a limiting density proportional to $x^{3k-1}e^{-x^3}$. Concerning the largest gaps, normalized by $n/\sqrt{\log n}$, they converge in ${\mathrm{L}}^p$ to a constant for all $p>0$. These results are compared with the extreme gaps between zeros of the Riemann zeta function.
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hep-th 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
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Black Holes and Random Variables
Formulates an avatar of the Fyodorov-Hiary-Keating conjecture for black hole microstate counts, implying sharp bounds on CFT primary operator interval counts and suggesting that AdS spectra exhibit extreme value statistics of Gaussian log-correlated random matrices.