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The so called GUE hypothesis (see e.g. [1]) states that, in a certain limit, the
zeros of the Riemann zeta function on the critical line Re
have the
same joint distribution as that of the eigenvalues of a random matrix from
the Gaussian Unitary Ensemble (GUE) of large (formally infinite) dimensional
random Hermitian matrices. Denoting the zeros by
, where n
labels the zeros sequentially along the critical line, the GUE hypothesis
applies in the limit
, with each
scaled by the
mean density of zeros at
, so that the mean spacing between zeros is unity (any finite value will
do).
We recall (see e.g. [2]) that a random Hermitian
matrix is said to
belong to the GUE if the diagonal elements
(which must be real) and the
upper triangular elements
are independently chosen
with probability density function (p.d.f.)
respectively. For large N the density of eigenvalues
is given by the so
called Wigner semi-circle law
To apply the GUE hypothesis the eigenvalues should therefore be scaled by
before the
is taken, to obtain a
mean eigenvalue spacing of unity.
One consequence of the GUE hypothesis is that it provides concrete predictions
for statistical properties of
, whenever these are known for
the GUE random matrices. One such example is the p.d.f.,
say, for the
spacing between consecutive zeros. In the infinite GUE, scaled so that
the mean eigenvalue spacing is
, the corresponding quantity is given in
terms of a Fredholm determinant of an integral operator (see e.g. [2]) by
where K is the integral operator on the interval
with kernel
Using an eigenvalue expansion of the Fredholm determinant,
can be
computed [3] (see also [1]) to give a tabulation or graph of
.
In a large-scale numerical computation of the non-trivial zeros of the Riemann
zeta function by one of the present authors [1], involving over
consecutive values of
about
calculated to an
accuracy of about six decimal places, the p.d.f.
has been determined
empirically and compared with
as calculated from (1.3). Excellent
agreement is found. Similar agreement is found when comparing other empirical
statistical distributions with those known exactly for the GUE.
In this paper we present the exact calculation of a new statistical quantity
for the infinite GUE, which is similar in meaning to
. This statistical
quantity is the p.d.f.,
say, for the spacing between nearest neighbor
eigenvalues. We then test the GUE hypothesis by comparing
for the
infinite GUE with the empirical calculation of
for the zeros the
Riemann zeta function on the critical line from the data of [1] for
.

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