Asymptotic behavior of spacing distributions for the eigenvalues of random matrices

Abstract

It is known that the probability E_β(0, S) that an arbitrary interval of length S contains none of the eigenvalues of a random matrix chosen from the orthogonal (β = 1), unitary (β = 2) or symplectic (β = 4) ensemble can be expressed in terms if infinite products ${\prod }_{\text{n=0}}^{\infty }{\text{[1−λ}}_{\text{2n}}\mathrm{(S)]}$ and ${\prod }_{\text{n=0}}^{\infty }{\text{[1=λ}}_{\text{2n+1}}\mathrm{(S)]}$ , where λ_n(S) is an eigenvalue of a certain integral equation. Using values of λ_n(S), valid for S large, obtained in connection with a recent study of spheroidal functions, we derive asymptotic expressions (S ≫ 1) for E_β(0, S).