Gap probability for the hard edge Pearcey process

DOI10.1007/S00023-023-01266-5zbMATH Open1516.60030arXiv2204.04625OpenAlexW4317433402MaRDI QIDQ6045752FDOQ6045752

Authors: Dan Dai, Shuai-Xia Xu, Lun Zhang 

Publication date: 12 May 2023

Published in: Annales Henri Poincaré (Search for Journal in Brave)

Abstract: The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval $(0,s)$ by working on the relevant Fredholm determinants. We establish an integral representation of the gap probability via a Hamiltonian related a system of coupled differential equations. Together with some remarkable differential identities for the Hamiltonian, we derive the large gap asymptotics for the thinned case, up to and including the constant term. As an application, we also obtain the asymptotic statistical properties of the counting function for the hard edge Pearcey process.

Full work available at URL: https://arxiv.org/abs/2204.04625

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zbMATH Keywords

Pearcey processFredholm determinantsBarnes G-function

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (probabilistic aspects) (60B20)

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Cited In (12)

• On the deformed Pearcey determinant
• The random matrix hard edge: rare events and a transition
• Upper bounds for the maximum deviation of the Pearcey process
• Asymptotics of the Hard Edge Pearcey Determinant
• On the generating function of the Pearcey process
• Asymptotics of the confluent hypergeometric process with a varying external potential in the super-exponential region
• Asymptotics of the deformed higher order Airy-kernel determinants and applications
• Asymptotic forms for hard and soft edge general \(\beta \) conditional gap probabilities
• On the gap probability of the tacnode process
• 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
• The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths

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