Asymptotic expansion of the hard-to-soft edge transition

2023/09/13 by Luming Yao, Yao, Luming, Lun Zhang +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Physical sciences #Markov Chains and Monte Carlo Methods #Mathematical Physics (math-ph) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2309.06733

openalex publication_date 2023/09/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

By showing that the symmetrically transformed Bessel kernel admits a full asymptotic expansion for large parameter, we establish a hard-to-soft edge transition expansion. This resolves a conjecture recently proposed by Bornemann.

Cited by

• Asymptotic Expansions of Gaussian and Laguerre Ensembles at the Soft Edge III: Generating Functions
• Finite size corrections in the bulk for circular β ensembles

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