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arXiv 2204.04625math-phmath.CAmath.MPmath.PR
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硬边缘 Pearcey 过程的间隙概率

Gap probability for the hard edge Pearcey process

Dan Dai, Shuai-Xia Xu, Lun Zhang

AI总结:

本文通过研究 Fredholm 行列式,利用与耦合微分方程组相关的 Hamiltonian 建立了硬边缘 Pearcey 过程的间隙概率积分表示,推导了稀疏情况下的大间隙渐近性,并得到了计数函数的渐近统计性质。

摘要:

硬边缘 Pearcey 过程在随机矩阵理论及许多其他随机模型中具有普适性。本文通过研究相关的 Fredholm 行列式,处理了稀疏/非稀疏硬边缘 Pearcey 过程在区间 $(0,s)$ 上的间隙概率。我们通过与一个耦合微分方程组相关的 Hamiltonian,建立了间隙概率的积分表示。结合该 Hamiltonian 的一些显著微分恒等式,我们推导了稀疏情况下的大间隙渐近性,直至并包含常数项。作为应用,我们还获得了硬边缘 Pearcey 过程计数函数的渐近统计性质。

英文摘要:

The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval $(0,s)$ by working on the relevant Fredholm determinants. We establish an integral representation of the gap probability via a Hamiltonian related a system of coupled differential equations. Together with some remarkable differential identities for the Hamiltonian, we derive the large gap asymptotics for the thinned case, up to and including the constant term. As an application, we also obtain the asymptotic statistical properties of the counting function for the hard edge Pearcey process.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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