Point process;
stationary distribution;
Girsanov transformation;
diffusion;
D O I:
10.1214/EJP.v19-2724
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
We show that in the Schrodinger point process, Sch(tau), tau > 0; the probability of having no eigenvalue in a fixed interval of size lambda is given by exp (-lambda(2)/4 tau + (2/tau - 1/tau) lambda + o(lambda) , as lambda -> infinity. It is a slightly more precise version of the formula given in a previous work.