Random matrices: tail bounds for gaps between eigenvalues
arXiv:1504.00396
Abstract
Gaps (or spacings) between consecutive eigenvalues are a central topic in random matrix theory. The goal of this paper is to study the tail distribution of these gaps in various random matrix models. We give the first repulsion bound for random matrices with discrete entries and the first super-polynomial bound on the probability that a random graph has simple spectrum, along with several applications.
Several typos corrected, new references and a new application added (40 pages)