Microscopic deformations of biorthogonal ensembles converge to the marking-and-conditioning deformation of the universal limit process, yielding new probabilistic interpretations of Painlevé kernels.
Determinantal point processes conditioned on randomly incomplete configurations
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abstract
For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly incomplete part of the configuration. We show that our construction yields a well behaving transformation of sufficiently regular point processes. In the case of determinantal point processes, we explain that special cases of the conditional ensembles already appear implicitly in the literature, namely in the study of unitary invariant random matrix ensembles, in the Its-Izergin-Korepin-Slavnov method to analyze Fredholm determinants, and in the study of number rigidity. As applications of our construction, we show that a class of determinantal point processes induced by orthogonal projection operators, including the sine, Airy, and Bessel point processes, satisfy a strengthened notion of number rigidity, and we give a probabilistic interpretation of the Its-Izergin-Korepin-Slavnov method.
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Deformations of biorthogonal ensembles and universality
Microscopic deformations of biorthogonal ensembles converge to the marking-and-conditioning deformation of the universal limit process, yielding new probabilistic interpretations of Painlevé kernels.