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For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…

Probability · Mathematics 2016-05-05 Alexander I. Bufetov

The sine process is a rigid point process on the real line, which means that for almost all configurations $X$, the number of points in an interval $I = [-R,R]$ is determined by the points of $X$ outside of $I$. In addition, the points in…

Probability · Mathematics 2022-10-05 Arno B. J. Kuijlaars , Erwin Miña-Díaz

We study the local statistics of orthogonal polynomial ensembles near a hard edge, subject to a multiplicative deformation of the measure. Probabilistically, this deformation corresponds to a position-dependent conditional thinning of the…

Mathematical Physics · Physics 2026-02-23 Leslie Molag , Guilherme L. F. Silva , Lun Zhang

The main result of this paper is that conditional measures of generalized Ginibre point processes, with respect to the configuration in the complement of a bounded open subset on $\mathbb{C}$, are orthogonal polynomial ensembles with…

Probability · Mathematics 2017-05-01 Alexander I. Bufetov , Yanqi Qiu

By means of the Bessel operator a polynomial sequence is constructed to which several properties are given. Among them, its explicit expression, the connection with the Euler numbers, its integral representation via the Kontorovich-Lebedev…

Classical Analysis and ODEs · Mathematics 2011-04-21 Ana F. Loureiro , P. Maroni , S. Yakubovich

A point process is said to be rigid if for any bounded domain in the phase space, the number of particles in the domain is almost surely determined by the restriction of the configuration to the complement of our bounded domain. The main…

Probability · Mathematics 2015-06-26 Alexander I. Bufetov

This paper is the first in a series of three. The main result, Theorem 1.11, gives an explicit description of the ergodic decomposition for infinite Pickrell measures on spaces of infinite complex matrices. The main construction is that of…

Dynamical Systems · Mathematics 2016-10-18 Alexander I. Bufetov

In this paper we study the Bessel process R_t^{(\mu)} with index \mu\neq 0 starting from x>0 and killed when it reaches a positive level a, where x>a>0. We provide sharp estimates of the transition probability density p_a^{(\mu)}(t,x,y) for…

Probability · Mathematics 2013-09-13 Kamil Bogus , Jacek Malecki

Considering a finite Borel measure $ \mu $ on $ \mathbb{R}^d $, a pair of conjugate exponents $ p, q $, and a compatible semi-inner product on $ L^p(\mu) $, we introduce $ (p,q) $-Bessel and $ (p,q) $-frame measures as a generalization of…

We establish sharp global rigidity upper bounds for universal determinantal point processes describing edge eigenvalues of random matrices. For this, we first obtain a general result which can be applied to general (not necessarily…

Mathematical Physics · Physics 2021-06-02 Christophe Charlier , Tom Claeys

For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…

Probability · Mathematics 2022-11-01 Tom Claeys , Gabriel Glesner

The second part of the paper mainly deals with convergence of infinite determinantal measures, understood as the convergence of the approximating finite determinantal measures. In addition to the usual weak topology on the space of…

Dynamical Systems · Mathematics 2016-10-26 Alexander I. Bufetov

Infinite determinantal measures introduced in this note are inductive limits of determinantal measures on an exhausting family of subsets of the phase space. Alternatively, an infinite determinantal measure can be described as a product of…

Probability · Mathematics 2014-07-28 Alexander I. Bufetov

This note gives an explicit description of conditional measures for the determinantal point process with the Bergman kernel.

Probability · Mathematics 2022-01-03 Alexander I. Bufetov

We give a characterization of the invariant measures for the exclusion process on the integers with certain reversible transition kernels. Some examples include all nearest-neighbor kernels with asymptotic mean zero. One tool used is a…

Probability · Mathematics 2007-05-23 Paul Jung

We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function, and establish several central limit…

Mathematical Physics · Physics 2021-05-11 Christophe Charlier

We consider determinantal point processes on a compact complex manifold X in the limit of many particles. The correlation kernels of the processes are the Bergman kernels associated to a a high power of a given Hermitian holomorphic line…

Complex Variables · Mathematics 2016-12-15 Robert J. Berman

Let $\eta_t$ be a Poisson point process with intensity measure $t\mu$, $t>0$, over a Borel space $\mathbb{X}$, where $\mu$ is a fixed measure. Another point process $\xi_t$ on the real line is constructed by applying a symmetric function…

Probability · Mathematics 2015-10-02 Matthias Schulte , Christoph Thaele

We study the convergence of probability measures in terms of moments by applying operators to their Bessel generating functions. We consider a general setting of applying operators such as the Dunkl operator to formal power series that are…

Probability · Mathematics 2025-08-14 Andrew Yao

Let $X=(X_t)$ be a one-dimensional Ornstein-Uhlenbeck process with an initial density function $f$ supported on the positive real-line that is a regularly varying function with exponent $-(1+\eta)$, with $\eta\in (0,1)$. We prove the…

Probability · Mathematics 2007-06-13 Manuel Lladser , Jaime San Martin
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