The generating function for the Bessel point process and a system of coupled Painlev\'{e} V equations
Abstract
We study the joint probability generating function for occupancy numbers on disjoint intervals in the Bessel point process. This generating function can be expressed as a Fredholm determinant. We obtain an expression for it in terms of a system of coupled Painlev\'{e} V equations, which are derived from a Lax pair of a Riemann-Hilbert problem. This generalizes a result of Tracy and Widom [24], which corresponds to the case . We also provide some examples and applications. In particular, several relevant quantities can be expressed in terms of the generating function, like the gap probability on a union of disjoint bounded intervals, the gap between the two smallest particles, and large asymptotics for Hankel determinants with a Laguerre weight possessing several jumps discontinuities near the hard edge.
Keywords
Cite
@article{arxiv.1709.07365,
title = {The generating function for the Bessel point process and a system of coupled Painlev\'{e} V equations},
author = {Christophe Charlier and Antoine Doeraene},
journal= {arXiv preprint arXiv:1709.07365},
year = {2020}
}
Comments
27 pages, 2 figures