Exponential moments and piecewise thinning for the Bessel point process

DOI10.1093/IMRN/RNAA054zbMATH Open1490.60119arXiv1812.02188OpenAlexW3023620366WikidataQ115538981 ScholiaQ115538981MaRDI QIDQ5021997FDOQ5021997

Christophe Charlier

Publication date: 18 January 2022

Published in: IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Abstract: We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function, and establish several central limit theorems. We show that exponential moment asymptotics can also be interpreted as large gap asymptotics, in the case where we apply the operation of a piecewise constant thinning on several consecutive intervals. We believe our results also provide important estimates for later studies of the global rigidity of the Bessel point process.

Full work available at URL: https://arxiv.org/abs/1812.02188

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zbMATH Keywords

Bessel point process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05)

Cited In (13)

• On the deformed Pearcey determinant
• Global rigidity and exponential moments for soft and hard edge point processes
• Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities
• The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem
• Determinantal point processes conditioned on randomly incomplete configurations
• On the generating function of the Pearcey process
• Asymptotics of the deformed higher order Airy-kernel determinants and applications
• Gap probability for the hard edge Pearcey process
• Asymptotics of the deformed Fredholm determinant of the confluent hypergeometric kernel
• Laguerre unitary ensembles with jump discontinuities, PDEs and the coupled Painlevé V system
• Edge distribution of thinned real eigenvalues in the real Ginibre ensemble
• On the Fredholm determinant of the confluent hypergeometric kernel with discontinuities
• Exponential moments for disk counting statistics at the hard edge of random normal matrices

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