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Statistics & Probability

Probability, inference, estimators, regression, causal methods, and uncertainty.

17 published articles6 specialties

Latest in Statistics

Statistics & ProbabilityProbability & Stochastic ProcessesPreprint

Preprint derives law for the largest gap in a random eigenvalue cloud

A new arXiv preprint derives a Gumbel extreme-value law for the largest nearest-neighbour gap in a fixed bulk region of the complex Ginibre ensemble, with explicit centering corrections and numerical constants. The result is asymptotic, applies to the complex Gaussian model away from the spectral edge, and has not been checked by simulation or finite-size data.

Scientific publication3 min read