Global rigidity and exponential moments for soft and hard edge point processes

DOI10.2140/pmp.2021.2.143OpenAlexW3166029410MaRDI QIDQ2139533

Christophe Charlier, Tom Claeys

Publication date: 18 May 2022

Published in: Probability and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.03833

zbMATH Keywords

rigidityasymptotic analysisrandom matrix theoryRiemann-Hilbert problemsexponential momentsproduct random matricesMuttalib-Borodin ensembleslarge gap probability

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Gamma, beta and polygamma functions (33B15) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Riemann-Hilbert problems in context of PDEs (35Q15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

Gap probability for the hard edge Pearcey process ⋮ Upper bounds for the maximum deviation of the Pearcey process ⋮ The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem ⋮ On the generating function of the Pearcey process ⋮ Gap probabilities in the bulk of the Airy process ⋮ The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity

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