皮尔斯过程最大偏差的上界

C. Charlier
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引用次数: 6

摘要

皮尔斯过程是随机矩阵理论中的通用点过程,它依赖于一个参数$\rho \in \mathbb{R}$。设$N(x)$为随机变量,用于计算该过程中落在$[-x,x]$区间内的点数。在本注记中,我们建立如下的全局刚性上界:\begin{align*} \lim_{s \to \infty}\mathbb P\left(\sup_{x> s}\left|\frac{N(x)-\big( \frac{3\sqrt{3}}{4\pi}x^{\frac{4}{3}}-\frac{\sqrt{3}\rho}{2\pi}x^{\frac{2}{3}} \big)}{\log x}\right| \leq \frac{4\sqrt{2}}{3\pi} + \epsilon \right) = 1, \end{align*}其中$\epsilon > 0$是任意的。我们还得到了点的最大偏差的一个类似的上界,以及单个波动的一个中心极限定理。这个证明很简短,结合了Dai、Xu和Zhang最近的一个结果和Charlier和Claeys的另一个结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Upper bounds for the maximum deviation of the Pearcey process
The Pearcey process is a universal point process in random matrix theory and depends on a parameter $\rho \in \mathbb{R}$. 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: \begin{align*} \lim_{s \to \infty}\mathbb P\left(\sup_{x> s}\left|\frac{N(x)-\big( \frac{3\sqrt{3}}{4\pi}x^{\frac{4}{3}}-\frac{\sqrt{3}\rho}{2\pi}x^{\frac{2}{3}} \big)}{\log x}\right| \leq \frac{4\sqrt{2}}{3\pi} + \epsilon \right) = 1, \end{align*} 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.
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