The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity

DOI10.1016/J.JAT.2022.105833MaRDI QIDQ2104954zbMATH OpenOpenAlexWikidataFDO

Authors Christophe Charlier, J. Lenells

Publication date 8 December 2022

Published in Journal of Approximation Theory (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2104.11494

zbMATH Keywords

random matrix theoryasymptotic analysisRiemann-Hilbert problemsrigidityexponential momentsAiry point processBessel point process

Mathematics Subject Classification ID

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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Cited in

(8)

• On the deformed Pearcey determinant
• On the generating function of the Pearcey process
• Asymptotic forms for hard and soft edge general \(\beta \) conditional gap probabilities
• Gap probability for the hard edge Pearcey process
• The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity
• Random normal matrices in the almost-circular regime
• Disk counting statistics near hard edges of random normal matrices: the multi-component regime
• Exponential moments for disk counting statistics at the hard edge of random normal matrices

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