Details

Autor(en) / Beteiligte

• Charlier, Christophe
• Moreillon, Philippe

Titel

On the generating function of the Pearcey process

Ist Teil von

• The Annals of applied probability, 2023-08, Vol.33 (4), p.3240

Ort / Verlag

Hayward: Institute of Mathematical Statistics

Erscheinungsjahr

2023

Link zum Volltext

Quelle

Project Euclid Complete

Beschreibungen/Notizen

• The Pearcey process is a universal point process in random matrix theory. In this paper, we study the generating function of the Pearcey process on any number m of intervals. We derive an integral representation for it in terms of a Hamiltonian that is related to a system of 6m + 2 coupled nonlinear equations. We also obtain asymptotics for the generating function as the size of the intervals get large, up to and including the constant term. This work generalizes some results of Dai, Xu, and Zhang, which correspond to = 1 .