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arXiv · 2204.04625

Gap probability for the hard edge Pearcey process

Dan Dai·Shuai-Xia Xu·Lun Zhang
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Abstract

The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval $(0,s)$ by working on the relevant Fredholm determinants. We establish an integral representation of the gap probability via a Hamiltonian related a system of coupled differential equations. Together with some remarkable differential identities for the Hamiltonian, we derive the large gap asymptotics for the thinned case, up to and including the constant term. As an application, we also obtain the asymptotic statistical properties of the counting function for the hard edge Pearcey process.

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BibTeXRIS

Dan Dai, Shuai-Xia Xu, Lun Zhang. 2022-04-10. Gap probability for the hard edge Pearcey process. https://doi.org/10.1007/s00023-023-01266-5

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