Universality for conditional measures of the Bessel point process

DOI10.1142/S201032632150012XMaRDI QIDQ5860228zbMATH OpenOpenAlexWikidataFDO

Authors L. D. Molag, Marco Stevens

Publication date 19 November 2021

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.04349

zbMATH Keywords

asymptoticsBessel point processconditional measuresorthogonal polynomial ensemblesRiemann-Hilbert analysisrigidity

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Riemann-Hilbert problems in context of PDEs (35Q15) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: The Bessel point process is a rigid point process on the positive real line and its conditional measure on a bounded interval $[0,R]$ is almost surely an orthogonal polynomial ensemble. In this article, we show that if $R$ tends to infinity, one almost surely recovers the Bessel point process. In fact, we show this convergence for a deterministic class of probability measures, to which the conditional measure of the Bessel point process almost surely belongs.

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Cited in

(7)

• Conditional measures of determinantal point processes
• Universality of the stochastic Bessel operator
• Universality for conditional measures of the sine point process
• Universal redundancy rates for the class of B-processes do not exist
• Exponential moments and piecewise thinning for the Bessel point process
• Conditional measures of generalized Ginibre point processes
• Universality for the Pearcey process

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