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ON THE GENERATING FUNCTION OF THE PEARCEY PROCESS
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).ORCID iD: 0000-0001-6890-344x
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).ORCID iD: 0000-0001-8353-0733
2023 (English)In: The Annals of Applied Probability, ISSN 1050-5164, E-ISSN 2168-8737, Vol. 33, no 4, p. 3240-3277Article in journal (Refereed) Published
Abstract [en]

The Pearcey process is a universal point process in random matrix theory. In this paper, we study the generating function of the Pearcey process on any number m of intervals. We derive an integral representation for it in terms of a Hamiltonian that is related to a system of 6m + 2 coupled nonlinear equations. We also obtain asymptotics for the generating function as the size of the intervals get large, up to and including the constant term. This work generalizes some results of Dai, Xu, and Zhang, which correspond to m = 1.

Place, publisher, year, edition, pages
Institute of Mathematical Statistics , 2023. Vol. 33, no 4, p. 3240-3277
Keywords [en]
Pearcey point process, generating function asymptotics, Hamiltonian, Riemann-Hilbert problems
National Category
Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-333738DOI: 10.1214/22-AAP1890ISI: 001031710500020Scopus ID: 2-s2.0-85166146889OAI: oai:DiVA.org:kth-333738DiVA, id: diva2:1786889
Note

QC 20230810

Available from: 2023-08-10 Created: 2023-08-10 Last updated: 2023-08-10Bibliographically approved

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Charlier, ChristopheMoreillon, Philippe

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