Upper bounds for the maximum deviation of the Pearcey process

Abstract

The Pearcey process is a universal point process in random matrix theory and depends on a parameter $\rho \in \mathbb{R}$. 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 $\epsilon >0$ 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.

arXiv comment7 pages, 2 figures