Precise Deviations Results for the Maxima of Some Determinantal Point Processes: the Upper Tail
| Autor: | Thomas Kriecherbauer, Peter Eichelsbacher, Katharina Schüler |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Pure mathematics
Probability (math.PR) 010102 general mathematics 01 natural sciences Point process Combinatorics 010104 statistics & probability Cover (topology) Tracy–Widom distribution Orthogonal polynomials FOS: Mathematics Large deviations theory Geometry and Topology Determinantal point process 0101 mathematics Maxima Random matrix Mathematics - Probability Mathematical Physics Analysis Mathematics |
| Zdroj: | Symmetry, Integrability and Geometry: Methods and Applications. |
| ISSN: | 1815-0659 |
| DOI: | 10.3842/sigma.2016.093 |
| Popis: | We prove precise deviations results in the sense of Cram\'er and Petrov for the upper tail of the distribution of the maximal value for a special class of determinantal point processes that play an important role in random matrix theory. Here we cover all three regimes of moderate, large and superlarge deviations for which we determine the leading order description of the tail probabilities. As a corollary of our results we identify the region within the regime of moderate deviations for which the limiting Tracy-Widom law still predicts the correct leading order behavior. Our proofs use that the determinantal point process is given by the Christoffel-Darboux kernel for an associated family of orthogonal polynomials. The necessary asymptotic information on this kernel has mostly been obtained in [Kriecherbauer T., Schubert K., Sch\"uler K., Venker M., Markov Process. Related Fields 21 (2015), 639-694]. In the superlarge regime these results of do not suffice and we put stronger assumptions on the point processes. The results of the present paper and the relevant parts of [Kriecherbauer T., Schubert K., Sch\"uler K., Venker M., Markov Process. Related Fields 21 (2015), 639-694] have been proved in the dissertation [Sch\"uler K., Ph.D. Thesis, Universit\"at Bayreuth, 2015]. Comment: 18 pages |
| Databáze: | OpenAIRE |
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