August 2023 On the generating function of the Pearcey process
Christophe Charlier, Philippe Moreillon
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Ann. Appl. Probab. 33(4): 3240-3277 (August 2023). DOI: 10.1214/22-AAP1890
Abstract

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 m=1.

Copyright © 2023 Institute of Mathematical Statistics
Christophe Charlier and Philippe Moreillon "On the generating function of the Pearcey process," The Annals of Applied Probability 33(4), 3240-3277, (August 2023). https://doi.org/10.1214/22-AAP1890
Received: 1 July 2021; Published: August 2023
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Vol.33 • No. 4 • August 2023
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