The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity
DOI10.1016/j.jat.2022.105833OpenAlexW3159758418WikidataQ115193419 ScholiaQ115193419MaRDI QIDQ2104954
Christophe Charlier, Jonatan Lenells
Publication date: 8 December 2022
Published in: Journal of Approximation Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.11494
rigidityasymptotic analysisrandom matrix theoryRiemann-Hilbert problemsexponential momentsAiry point processBessel point process
Random matrices (probabilistic aspects) (60B20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Riemann-Hilbert problems in context of PDEs (35Q15) Harmonic analysis on Euclidean spaces (42-XX) Approximations and expansions (41-XX)
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