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Disk counting statistics near hard edges of random normal matrices: The multi-component regime
Centre for Mathematical Sciences, Lund University, 22100 Lund, Sweden.
Centre for Mathematical Sciences, Lund University, 22100 Lund, Sweden.
Centre for Mathematical Sciences, Lund University, 22100 Lund, Sweden.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).ORCID iD: 0000-0001-6191-7769
2024 (English)In: Advances in Mathematics, ISSN 0001-8708, E-ISSN 1090-2082, Vol. 441, article id 109549Article in journal (Refereed) Published
Abstract [en]

We consider a two-dimensional point process whose points are separated into two disjoint components by a hard wall, and study the multivariate moment generating function of the corresponding disk counting statistics. We investigate the “hard edge regime” where all disk boundaries are a distance of order [Formula presented] away from the hard wall, where n is the number of points. We prove that as n→+∞, the asymptotics of the moment generating function are of the form [Formula presented] and we determine the constants C1,…,C4 explicitly. The oscillatory term Fn is of order 1 and is given in terms of the Jacobi theta function. Our theorem allows us to derive various precise results on the disk counting function. For example, we prove that the asymptotic fluctuations of the number of points in one component are of order 1 and are given by an oscillatory discrete Gaussian. Furthermore, the variance of this random variable enjoys asymptotics described by the Weierstrass ℘-function.

Place, publisher, year, edition, pages
Elsevier BV , 2024. Vol. 441, article id 109549
Keywords [en]
Moment generating functions, Oscillatory asymptotics, Random matrix theory
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-344191DOI: 10.1016/j.aim.2024.109549ISI: 001197414300001Scopus ID: 2-s2.0-85186094553OAI: oai:DiVA.org:kth-344191DiVA, id: diva2:1842911
Note

QC 20240307

Available from: 2024-03-06 Created: 2024-03-06 Last updated: 2024-04-12Bibliographically approved

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Lenells, Jonatan

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