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Upper bounds for the maximum deviation of the Pearcey process

Probability 2021-05-06 v3 Mathematical Physics math.MP

Abstract

The Pearcey process is a universal point process in random matrix theory and depends on a parameter ρR\rho \in \mathbb{R}. Let N(x)N(x) be the random variable that counts the number of points in this process that fall in the interval [x,x][-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 ϵ>0\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.

Keywords

Cite

@article{arxiv.2009.13225,
  title  = {Upper bounds for the maximum deviation of the Pearcey process},
  author = {Christophe Charlier},
  journal= {arXiv preprint arXiv:2009.13225},
  year   = {2021}
}

Comments

7 pages, 2 figures

R2 v1 2026-06-23T18:50:34.779Z