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Upper bounds for the maximum deviation of the Pearcey process
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).ORCID iD: 0000-0001-6890-344x
2021 (English)In: Random Matrices. Theory and Applications, ISSN 2010-3263, Vol. 10, no 04, article id 2150039Article in journal (Refereed) Published
Abstract [en]

The Pearcey process is a universal point process in random matrix theory and depends on a parameter rho is an element of Double-struck capital R. Let N(x) be the random variable that counts the number of points in this process that fall in the interval [-x,x]. In this note, we establish the following global rigidity upper bound: lim(s ->infinity)P(sup(x>s)vertical bar N(x) - (3 root 3/4 pi x(4/3) - root 3 rho/2 pi x(2/3)/log x vertical bar <= 4 root 2/3 pi + epsilon = 1, where epsilon > 0 is arbitrary. We also obtain a similar upper bound for the maximum deviation of the points, and a central limit theorem for the individual fluctuations. The proof is short and combines a recent result of Dai, Xu and Zhang with another result of Charlier and Claeys.

Place, publisher, year, edition, pages
World Scientific Pub Co Pte Ltd , 2021. Vol. 10, no 04, article id 2150039
Keywords [en]
Pearcey process, rigidity, random matrix theory
National Category
Subatomic Physics
Identifiers
URN: urn:nbn:se:kth:diva-309299DOI: 10.1142/S2010326321500398ISI: 000753911100012Scopus ID: 2-s2.0-85106163621OAI: oai:DiVA.org:kth-309299DiVA, id: diva2:1641285
Note

QC 20220301

Available from: 2022-03-01 Created: 2022-03-01 Last updated: 2022-06-25Bibliographically approved

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Charlier, Christophe

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