Conditional thinning and multiplicative statistics of Laguerre-type orthogonal polynomial ensembles
Leslie Molag, Guilherme L. F. Silva, Lun Zhang

TL;DR
This paper investigates the local behavior of Laguerre-type orthogonal polynomial ensembles near a hard edge under multiplicative deformations, revealing a universal limiting process related to a nonlocal integrable system.
Contribution
It introduces a new universal limit for the conditional ensemble's correlation kernel and connects it to a nonlocal integrable system, extending classical Bessel process results.
Findings
The correlation kernel converges to a universal limit called the conditional thinned Bessel point process.
An explicit expression for the limiting kernel is derived in terms of a nonlocal integrable system.
The results extend the classical connection between Bessel kernels and Painlevé V equations.
Abstract
We study the local statistics of orthogonal polynomial ensembles near a hard edge, subject to a multiplicative deformation of the measure. Probabilistically, this deformation corresponds to a position-dependent conditional thinning of the particles. We prove that, under critical hard edge scaling and for a large class of potentials and deformation symbols, the correlation kernel of the conditional ensemble converges to a universal limit, which we identify as the conditional thinned Bessel point process. We derive an explicit expression for this limiting kernel in terms of the solution to a nonlocal integrable system depending on a parameter. For a special choice of the parameter, this system was recently identified in the study of multiplicative statistics of the Bessel point process. Our results establish that this system governs the full correlation structure of the conditional…
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Taxonomy
TopicsRandom Matrices and Applications · Mathematical functions and polynomials · Statistical Mechanics and Entropy
