Precise deviations results for the maxima of some determinantal point processes: the upper tail
DOI10.3842/SIGMA.2016.093zbMath1348.60039arXiv1603.04328OpenAlexW2298287246MaRDI QIDQ318949
Katharina Schüler, Thomas Kriecherbauer, Peter Eichelsbacher
Publication date: 6 October 2016
Published in: SIGMA. Symmetry, Integrability and Geometry: Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.04328
orthogonal polynomialsRiemann-Hilbert problemrandom matriceslarge deviationsmoderate deviationsextreme value distributionChristoffel-Darboux kernelTracy-Widom distributiondeterminantal point processessuperlarge deviations
Random matrices (probabilistic aspects) (60B20) Extreme value theory; extremal stochastic processes (60G70) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Large deviations (60F10) Riemann-Hilbert problems in context of PDEs (35Q15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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