English

Speed of convergence in the Central Limit Theorem for the determinantal point process with the Bessel kernel

Functional Analysis 2025-04-15 v2 Probability

Abstract

We consider a family of linear operators, diagonalized by the Hankel transform. The Fredholm determinants of these operators, restricted to L2[0,R]L_2[0, R], are expressed in a convenient form for asymptotic analysis as RR\to\infty. The result is an identity, in which the determinant is equal to the leading asymptotic multiplied by an asymptotically small factor, for which an explicit formula is derived. We apply the result to the determinantal point process with the Bessel kernel, calculating the speed of the convergence of additive functionals with respect to the Kolmogorov-Smirnov metric.

Keywords

Cite

@article{arxiv.2403.16219,
  title  = {Speed of convergence in the Central Limit Theorem for the determinantal point process with the Bessel kernel},
  author = {Sergei M. Gorbunov},
  journal= {arXiv preprint arXiv:2403.16219},
  year   = {2025}
}

Comments

25 pages; corrected proof of Corollary 8.2 and the definition of Wiener-Hopf operator on page 3