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Tail bounds on eigenvalue gaps for GUE

This is studied in Gérard Ben Arous and Paul Bourgade, Extreme gaps between eigenvalues of random matrices, Ann. Probab. 41 (2013), no. 4, 2648--2681. (Ah, so that's how the "insert citation" butto …
Terry Tao's user avatar
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Lower-bound for smallest eigenvalue of random $k \times $k matrix $C(W)$ defined by $C(W)_{i...

We have $$ C(W) = 2 A \circ A + v v^\top$$ where $v$ is the vector with entries $\|w_i\|^2$, $A$ is the Wishart matrix with entries $w_i^\top w_j$, and $\circ$ is the Hadamard product. From the Schur …
Terry Tao's user avatar
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