Symmetry, Integrability and Geometry: Methods and Applications (SIGMA)

SIGMA 12 (2016), 093, 18 pages      arXiv:1603.04328      https://doi.org/10.3842/SIGMA.2016.093
Contribution to the Special Issue on Asymptotics and Universality in Random Matrices, Random Growth Processes, Integrable Systems and Statistical Physics in honor of Percy Deift and Craig Tracy

Precise Deviations Results for the Maxima of Some Determinantal Point Processes: the Upper Tail

Peter Eichelsbacher a, Thomas Kriecherbauer b and Katharina Schüler b
a) Fakultät für Mathematik, Ruhr-Universität Bochum, 44780 Bochum, Germany
b) Mathematisches Institut, Universität Bayreuth, 95440 Bayreuth, Germany

Received May 31, 2016, in final form September 11, 2016; Published online September 21, 2016

Abstract
We prove precise deviations results in the sense of Cramér 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., Schüler 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., Schüler K., Venker M., Markov Process. Related Fields 21 (2015), 639-694] have been proved in the dissertation [Schüler K., Ph.D. Thesis, Universität Bayreuth, 2015].

Key words: determinantal point process; extreme value distribution; Tracy-Widom distribution; moderate deviations; large deviations; superlarge deviations; random matrix theory; Christoffel-Darboux kernel; Riemann-Hilbert problem.

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