Asymptotic expansion of the hard-to-soft edge transition
Luming Yao, Lun Zhang

TL;DR
This paper derives a detailed asymptotic expansion for the transition from hard to soft edge in random matrix theory, confirming a recent conjecture and advancing understanding of spectral edge behaviors.
Contribution
It provides the first full asymptotic expansion of the symmetrically transformed Bessel kernel at the hard-to-soft edge transition, confirming a conjecture by Bornemann.
Findings
Established a full asymptotic expansion for the Bessel kernel
Resolved a conjecture on the hard-to-soft edge transition
Enhanced understanding of spectral edge asymptotics
Abstract
By showing that the symmetrically transformed Bessel kernel admits a full asymptotic expansion for large parameter, we establish a hard-to-soft edge transition expansion. This resolves a conjecture recently proposed by Bornemann.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Markov Chains and Monte Carlo Methods
