On the generating function of the Pearcey process

DOI10.1214/22-AAP1890MaRDI QIDQ6165255zbMATH OpenOpenAlexFDO

Authors Christophe Charlier, Philippe Moreillon

Publication date 31 July 2023

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2107.01859, https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/On-the-generating-function-of-the-Pearcey-process/10.1214/22-AAP1890.full

zbMATH Keywords

generating function asymptoticsHamiltonianPearcey point processRiemann-Hilbert problems

Mathematics Subject Classification ID

Boundary value problems in the complex plane (30E25) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Random matrices (probabilistic aspects) (60B20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: The Pearcey process is a universal point process in random matrix theory. In this paper, we study the generating function of the Pearcey process on any number $m$ of intervals. We derive an integral representation for it in terms of a Hamiltonian that is related to a system of $6m+2$ coupled nonlinear equations. We also obtain asymptotics for the generating function as the size of the intervals get large, up to and including the constant term. This work generalizes some recent results of Dai, Xu and Zhang, which correspond to $m=1$.

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Cited in

(10)

• The necklace process: a generating function approach
• On the deformed Pearcey determinant
• Exponential moments for disk counting statistics of random normal matrices in the critical regime
• Upper bounds for the maximum deviation of the Pearcey process
• On the gap probability of the tacnode process
• On the Fredholm determinant of the confluent hypergeometric kernel with discontinuities
• Large gap asymptotics of the hard edge tacnode process
• Asymptotics of Hankel determinants with a multi-cut regular potential and Fisher-Hartwig singularities
• Asymptotics of the finite-temperature sine kernel determinant
• Universality for the Pearcey process

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