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Christophe Charlier

Publications and source records attributed to Christophe Charlier.

At least 55 records · Page 3Linked to original sources
arXiv2022

Exponential moments for disk counting statistics of random normal matrices in the critical regime

We obtain large $n$ asymptotics for the $m$-point moment generating function of the disk counting statistics of the Mittag-Leffler ensemble. We focus on the critical regime where all disk boundaries are merging at speed $n^{-\smash{\frac{1}{2}}}$, either in the bulk or at the edge. As corollaries, we obtain two central limit theorems and precise large $n$ asymptotics of all joint cumulants (such as the covariance) of the disk counting function. Our results can also be seen as large $n$ asymptotics for $n\times n$ determinants with merging planar discontinuities.

math-ph↗
arXiv2021

The "good" Boussinesq equation: a Riemann-Hilbert approach

We develop an inverse scattering transform formalism for the "good" Boussinesq equation on the line. Assuming that the solution exists, we show that it can be expressed in terms of the solution of a $3 \times 3$ matrix Riemann-Hilbert problem. The Riemann-Hilbert problem is formulated in terms of two reflection coefficients whose definitions involve only the initial data, and it has a form which makes it suitable for the evaluation of long-time asymptotics via Deift-Zhou steepest descent arguments.

math.AP↗
arXiv2021

On the generating function of the Pearcey process

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 recent results of Dai, Xu and Zhang, which correspond to $m=1$.

math-ph↗
arXiv2021

Exponential moments and piecewise thinning for the Bessel point process

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 theorems. We show that exponential moment asymptotics can also be interpreted as large gap asymptotics, in the case where we apply the operation of a piecewise constant thinning on several consecutive intervals. We believe our results also provide important estimates for later studies of the global rigidity of the Bessel point process.

math-ph↗
arXiv2021

Upper bounds for the maximum deviation of the Pearcey process

The Pearcey process is a universal point process in random matrix theory and depends on a parameter $ρ\in \mathbb{R}$. Let $N(x)$ be the random variable that counts the number of points in this process that fall in the interval $[-x,x]$. 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}}{4π}x^{\frac{4}{3}}-\frac{\sqrt{3}ρ}{2π}x^{\frac{2}{3}} \big)}{\log x}\right| \leq \frac{4\sqrt{2}}{3π} + ε\right) = 1, \end{align*} where $ε> 0$ 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.

math.PR↗
arXiv2021

The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity

The local eigenvalue statistics of large random matrices near a hard edge transitioning into a soft edge are described by the Bessel process associated with a large parameter $α$. For this point process, we obtain 1) exponential moment asymptotics, up to and including the constant term, 2) asymptotics for the expectation and variance of the counting function, 3) several central limit theorems and 4) a global rigidity upper bound.

math.PR↗
arXiv2021

The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem

The Bessel process models the local eigenvalue statistics near $0$ of certain large positive definite matrices. In this work, we consider the probability \begin{align*} \mathbb{P}\Big( \mbox{there are no points in the Bessel process on } (0,x_{1})\cup(x_{2},x_{3})\cup\cdots\cup(x_{2g},x_{2g+1}) \Big), \end{align*} where $0<x_{1}<\cdots<x_{2g+1}$ and $g \geq 0$ is any non-negative integer. We obtain asymptotics for this probability as the size of the intervals becomes large, up to and including the oscillations of order $1$. In these asymptotics, the most intricate term is a one-dimensional integral along a linear flow on a $g$-dimensional torus, whose integrand involves ratios of Riemann $θ$-functions associated to a genus $g$ Riemann surface. We simplify this integral in two generic cases: (a) If the flow is ergodic, we compute the leading term in the asymptotics of this integral explicitly using Birkhoff's ergodic theorem. (b) If the linear flow has certain "good Diophantine properties", we obtain improved estimates on the error term in the asymptotics of this integral. In the case when the flow is both ergodic and has "good Diophantine properties" (which is always the case for $g=1$, and "almost always" the case for $g \geq 2$), these results can be combined, yielding particularly precise and explicit large gap asymptotics.

math.PR↗
arXiv2021

Asymptotics of Hankel determinants with a Laguerre-type or Jacobi-type potential and Fisher-Hartwig singularities

We obtain large $n$ asymptotics of $n \times n$ Hankel determinants whose weight has a one-cut regular potential and Fisher-Hartwig singularities. We restrict our attention to the case where the associated equilibrium measure possesses either one soft edge and one hard edge (Laguerre-type) or two hard edges (Jacobi-type). We also present some applications in the theory of random matrices. In particular, we can deduce from our results asymptotics for partition functions with singularities, central limit theorems, correlations of the characteristic polynomials, and gap probabilities for (piecewise constant) thinned Laguerre and Jacobi-type ensembles. Finally, we mention some links with the topics of rigidity and Gaussian multiplicative chaos.

math-ph↗
arXiv2020

Gap probabilities in the bulk of the Airy process

We consider the probability that no points lie on $g$ large intervals in the bulk of the Airy point process. We make a conjecture for all the terms in the asymptotics up to and including the oscillations of order $1$, and we prove this conjecture for $g=1$.

math.PR↗
arXiv2020

The multiplicative constant for the Meijer-$G$ kernel determinant

We compute the multiplicative constant in the large gap asymptotics of the Meijer-G point process. This point process generalizes the Bessel point process and appears at the hard edge of Cauchy--Laguerre multi-matrix models and of certain product random matrix ensembles.

math-ph↗
arXiv2020

Large gap asymptotics for the generating function of the sine point process

We consider the generating function of the sine point process on $m$ consecutive intervals. It can be written as a Fredholm determinant with discontinuities, or equivalently as the convergent series \begin{equation*} \sum_{k_{1},...,k_{m} \geq 0} \mathbb{P}\Bigg(\bigcap_{j=1}^{m} \#\{\mbox{points in j-th interval}\}=k_{j}\Bigg)\prod_{j=1}^{m} s_{j}^{k_{j}}, \end{equation*} where $s_{1},\ldots,s_{m} \in [0,1]$. In particular, we can deduce from it joint probabilities of the counting function of the process. In this work, we obtain large gap asymptotics for the generating function, which are asymptotics as the size of the intervals grows. Our results are valid for an arbitrary integer $m$, in the cases where all the parameters $s_{1},\ldots,s_{m}$, except possibly one, are positive. This generalizes two known results: 1) a result of Basor and Widom, which corresponds to $m=1$ and $s_{1}>0$, and 2) the case $m=1$ and $s_{1} = 0$ for which many authors have contributed. We also present some applications in the context of thinning and conditioning of the sine process.

math-ph↗
arXiv2020

The generating function for the Bessel point process and a system of coupled Painlevé V equations

We study the joint probability generating function for $k$ occupancy numbers on disjoint intervals in the Bessel point process. This generating function can be expressed as a Fredholm determinant. We obtain an expression for it in terms of a system of coupled Painlevé V equations, which are derived from a Lax pair of a Riemann-Hilbert problem. This generalizes a result of Tracy and Widom [24], which corresponds to the case $k = 1$. We also provide some examples and applications. In particular, several relevant quantities can be expressed in terms of the generating function, like the gap probability on a union of disjoint bounded intervals, the gap between the two smallest particles, and large $n$ asymptotics for $n\times n$ Hankel determinants with a Laguerre weight possessing several jumps discontinuities near the hard edge.

math-ph↗
arXiv2020

Doubly periodic lozenge tilings of a hexagon and matrix valued orthogonal polynomials

We analyze a random lozenge tiling model of a large regular hexagon, whose underlying weight structure is periodic of period $2$ in both the horizontal and vertical directions. This is a determinantal point process whose correlation kernel is expressed in terms of non-Hermitian matrix valued orthogonal polynomials. This model belongs to a class of models for which the existing techniques for studying asymptotics cannot be applied. The novel part of our method consists of establishing a connection between matrix valued and scalar valued orthogonal polynomials. This allows to simplify the double contour formula for the kernel obtained by Duits and Kuijlaars by reducing the size of a Riemann-Hilbert problem. The proof relies on the fact that the matrix valued weight possesses eigenvalues that live on an underlying Riemann surface $\mathcal{M}$ of genus $0$. We consider this connection of independent interest; it is natural to expect that similar ideas can be used for other matrix valued orthogonal polynomials, as long as the corresponding Riemann surface $\mathcal{M}$ is of genus $0$. The rest of the method consists of two parts, and mainly follows the lines of a previous work of Charlier, Duits, Kuijlaars and Lenells. First, we perform a Deift-Zhou steepest descent analysis to obtain asymptotics for the scalar valued orthogonal polynomials. The main difficulty is the study of an equilibrium problem in the complex plane. Second, the asymptotics for the orthogonal polynomials are substituted in the double contour integral and the latter is analyzed using the saddle point method. Our main results are the limiting densities of the lozenges in the disordered flower-shaped region. However, we stress that the method allows in principle to rigorously compute other meaningful probabilistic quantities in the model.

math-ph↗
arXiv2020

A periodic hexagon tiling model and non-Hermitian orthogonal polynomials

We study a one-parameter family of probability measures on lozenge tilings of large regular hexagons that interpolates between the uniform measure on all possible tilings and a particular fully frozen tiling. The description of the asymptotic behavior can be separated into two regimes: the low and the high temperature regime. Our main results are the computations of the disordered regions in both regimes and the limiting densities of the different lozenges there. For low temperatures, the disorded region consists of two disjoint ellipses. In the high temperature regime the two ellipses merge into a single simply connected region. At the transition from the low to the high temperature a tacnode appears. The key to our asymptotic study is a recent approach introduced by Duits and Kuijlaars providing a double integral representation for the correlation kernel. One of the factors in the integrand is the Christoffel-Darboux kernel associated to polynomials that satisfy non-Hermitian orthogonality relations with respect to a complex-valued weight on a contour in the complex plane. We compute the asymptotic behavior of these orthogonal polynomials and the Christoffel-Darboux kernel by means of a Riemann-Hilbert analysis. After substituting the resulting asymptotic formulas into the double integral we prove our main results by classical steepest descent arguments.

math-ph↗
arXiv2020

Global rigidity and exponential moments for soft and hard edge point processes

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 determinantal) point processes which have a smallest (or largest) point: it allows to deduce global rigidity upper bounds from the exponential moments of the counting function of the process. By combining this with known exponential moment asymptotics for the Airy and Bessel point processes, we improve on the best known upper bounds for the global rigidity of the Airy point process, and we obtain new global rigidity results for the Bessel point process. Secondly, we obtain exponential moment asymptotics for the Wright's generalized Bessel process and the Meijer-$\mathrm{G}$ process, up to and including the constant term. As a direct consequence, we obtain new results for the expectation and variance of the associated counting functions. Furthermore, by combining these asymptotics with our general rigidity theorem, we obtain new global rigidity upper bounds for these point processes.

math-ph↗
arXiv2019

Higher order large gap asymptotics at the hard edge for Muttalib--Borodin ensembles

We consider the limiting process that arises at the hard edge of Muttalib--Borodin ensembles. This point process depends on $θ> 0$ and has a kernel built out of Wright's generalized Bessel functions. In a recent paper, Claeys, Girotti and Stivigny have established first and second order asymptotics for large gap probabilities in these ensembles. These asymptotics take the form \begin{equation*} \mathbb{P}(\mbox{gap on } [0,s]) = C \exp \left( -a s^{2ρ} + b s^ρ + c \ln s \right) (1 + o(1)) \qquad \mbox{as }s \to + \infty, \end{equation*} where the constants $ρ$, $a$, and $b$ have been derived explicitly via a differential identity in $s$ and the analysis of a Riemann--Hilbert problem. Their method can be used to evaluate $c$ (with more efforts), but does not allow for the evaluation of $C$. In this work, we obtain expressions for the constants $c$ and $C$ by employing a differential identity in $θ$. When $θ$ is rational, we find that $C$ can be expressed in terms of Barnes' $G$-function. We also show that the asymptotic formula can be extended to all orders in $s$.

math-ph↗