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arXiv · 2604.17150

On the asymptotic duality of spectral variances in random matrix theory and the "1/6" formula

Peng Tian·Roman Riser·Eugene Kanzieper
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Abstract

A "mysterious" relation between the number variance and the variance of the $L$-th ordered eigenvalue, first suggested by French et al. [Ann. Phys. 113, 277 (1978)], is revisited and proven to be asymptotically exact for the $\beta=2$ Dyson symmetry class. Central to the proof is a previously unknown sum rule for the level spacing auto-covariances. Its derivation hinges on our previous work on the power spectrum description of eigenvalue fluctuations in random matrix theory. Analytical results for $\beta=2$ are complemented by conjectural extensions to the $\beta=1$ and $\beta=4$ symmetry classes. Our findings are corroborated by a comprehensive numerical analysis.

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Peng Tian, Roman Riser, Eugene Kanzieper. 2026-04-18. On the asymptotic duality of spectral variances in random matrix theory and the "1/6" formula. https://arxiv.org/abs/2604.17150

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