{"title":"皮尔斯过程最大偏差的上界","authors":"C. Charlier","doi":"10.1142/s2010326321500398","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":8470,"journal":{"name":"arXiv: Probability","volume":"14 4","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2020-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"Upper bounds for the maximum deviation of the Pearcey process\",\"authors\":\"C. Charlier\",\"doi\":\"10.1142/s2010326321500398\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":8470,\"journal\":{\"name\":\"arXiv: Probability\",\"volume\":\"14 4\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-09-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv: Probability\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1142/s2010326321500398\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: Probability","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/s2010326321500398","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.