Upper bounds for the maximum deviation of the Pearcey process

DOI10.1142/s2010326321500398zbMath1526.60006arXiv2009.13225OpenAlexW3116999035MaRDI QIDQ6063725

Christophe Charlier

Publication date: 8 November 2023

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.13225

zbMATH Keywords

rigidityrandom matrix theoryPearcey process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Gamma, beta and polygamma functions (33B15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Other functions defined by series and integrals (33E20) Riemann-Hilbert problems in context of PDEs (35Q15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

On the deformed Pearcey determinant ⋮ Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities ⋮ Gap probability for the hard edge Pearcey process ⋮ Asymptotics of the deformed Fredholm determinant of the confluent hypergeometric kernel ⋮ On the generating function of the Pearcey process ⋮ On the gap probability of the tacnode process

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• Asymptotics for Averages over Classical Orthogonal Ensembles
• PDEs for the Gaussian ensemble with external source and the Pearcey distribution

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