Global rigidity and exponential moments for soft and hard edge point processes

by Tom Claeys (Louvain-La-Neuve)

Location: online skype, Leuven
Time: Tuesday June 2, 2020 at 15:00

I will first explain how global rigidity upper bounds for universal random matrix point processes can be derived from asymptotics for their exponential moments. Secondly, I will apply this method to the Airy and Bessel point processes, for which exponential moment asymptotics are well-known. In the third part, I will focus on product random matrix determinantal point processes and on processes arising in Muttalib-Borodin ensembles: for these pocesses, I will show how one can obtain exponential moment asymptotics, and I will derive global rigidity results. The talk will be based on joint work with Christophe Charlier (KTH Stockholm).