Poisson limit of higher-order spacings under large superposition

Prove that for any fixed order k ≥ 1 and Dyson index β ∈ {1,2,4} corresponding to a circular ensemble, the modified index β′ defined by P^{(k)}(s, β, m) = P(s, β′) tends to 0 as the number m of superposed independent spectra tends to infinity, implying convergence of the k-th order spacing distribution P^{(k)}(s, β, m) to the Poisson law P(s) = e^{−s}.

Background

From extensive simulations across COE, CUE, and CSE, the authors observe that for fixed k, increasing the number m of superposed spectra reduces β′ and drives the distributions toward Poisson behavior. They therefore formulate a general conjecture that β′ → 0 as m → ∞, i.e., that superposition destroys correlations in the k-th order spacing statistics.

They note special-case analytical support: for k = 1 and β = 2, a Poisson limit has been addressed in prior work for circular ensembles, and for Gaussian ensembles an analogous result for spacing ratios at k = 1 and m → ∞ is known. The present conjecture extends this limiting behavior to higher-order spacings for circular ensembles.

References

Thus, we can conjecture that for a given k and circular ensemble with Dyson index β, the β′ tends to zero (Poisson distribution) as m tends to infinity.

Higher-order spacings in the superposed spectra of random matrices with comparison to spacing ratios and application to complex systems  (2510.00503 - Rout et al., 1 Oct 2025) in Section 7.1 (Some important observations and discussions: Simultaneous comparison of HOS in the case of COE, CUE, and CSE)