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Large gap asymptotics for the generating function of the sine point process. (English) Zbl 1495.60039

Summary: We consider the generating function of the sine point process on \(m\) consecutive intervals. It can be written as a Fredholm determinant with discontinuities, or equivalently as the convergent series \[ \sum_{k_1, \dots, k_m \geq 0} \mathbb{P} \Bigl(\bigcap_{j = 1}^m \# \{\text{points in the } j\text{th interval}\} = k_j\Bigr) \prod_{j = 1}^m s_j^{k_j} , \] where \(s_1, \dots, s_m \in [0, +\infty)\). In particular, we can deduce from it joint probabilities of the counting function of the process. In this work, we obtain large gap asymptotics for the generating function, which are asymptotics as the size of the intervals grows. Our results are valid for an arbitrary integer \(m\), in the cases where all the parameters \(s_1, \dots, s_m\), except possibly one, are positive. This generalizes two known results: (1) a result of Basor and Widom, which corresponds to \(m = 1\) and \(s_1 > 0\), and (2) the case \(m = 1\) and \(s_1 = 0\) for which many authors have contributed. We also present some applications in the context of thinning and conditioning of the sine process.

MSC:

60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
41A60 Asymptotic approximations, asymptotic expansions (steepest descent, etc.)
60B20 Random matrices (probabilistic aspects)
35Q15 Riemann-Hilbert problems in context of PDEs

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