The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem

DOI10.1002/CPA.22119zbMATH Open1529.37005arXiv2101.09216OpenAlexW3123502594WikidataQ123023654 ScholiaQ123023654MaRDI QIDQ6074569FDOQ6074569

Authors: Elliot Blackstone, Christophe Charlier, J. Lenells 

Publication date: 12 October 2023

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Abstract: The Bessel process models the local eigenvalue statistics near $0$ of certain large positive definite matrices. In this work, we consider the probability �egin{align*} mathbb{P}Big( mbox{there are no points in the Bessel process on } (0,x_{1})cup(x_{2},x_{3})cupcdotscup(x_{2g},x_{2g+1}) Big), end{align*} where $0<x_1<cdots<x_{2g+1}$ and $ggeq0$ is any non-negative integer. We obtain asymptotics for this probability as the size of the intervals becomes large, up to and including the oscillations of order $1$. In these asymptotics, the most intricate term is a one-dimensional integral along a linear flow on a $g$-dimensional torus, whose integrand involves ratios of Riemann $heta$-functions associated to a genus $g$ Riemann surface. We simplify this integral in two generic cases: (a) If the flow is ergodic, we compute the leading term in the asymptotics of this integral explicitly using Birkhoff's ergodic theorem. (b) If the linear flow has certain "good Diophantine properties", we obtain improved estimates on the error term in the asymptotics of this integral. In the case when the flow is both ergodic and has "good Diophantine properties" (which is always the case for $g=1$, and "almost always" the case for $ggeq2$), these results can be combined, yielding particularly precise and explicit large gap asymptotics.

Full work available at URL: https://arxiv.org/abs/2101.09216

zbMATH Keywords

Birkhoff's ergodic theoremeigenvalue statisticsBessel process models

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Relations between ergodic theory and number theory (37A44)

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Cited In (4)

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