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

• Datum: 2016
• Hauptverfasser: Eichelsbacher, P., Kriecherbauer, T., Schüler, K.
• Format: Artikel
• Sprache: English
• Veröffentlicht: Інститут математики НАН України 2016
• Schriftenreihe: Symmetry, Integrability and Geometry: Methods and Applications
• Online Zugang: https://nasplib.isofts.kiev.ua/handle/123456789/147855
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Zitieren: Precise Deviations Results for the Maxima of Some Determinantal Point Processes: the Upper Tail / P. Eichelsbacher, T. Kriecherbauer, K. Schüler // Symmetry, Integrability and Geometry: Methods and Applications. — 2016. — Т. 12. — Бібліогр.: 39 назв. — англ.

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 superlarg...