Matching conjecture for the stochastic Bessel limiting point process

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For a≥0a\geq 0, let Ma=∑i≥1δμa∞(i)\mathcal{M}_a=\sum_{i\geq 1}\delta_{\mu_a^{\infty}(i)} be the limiting point process, and let (gj)j≥1(g_j)_{j\geq 1} be independent exponential random variables with parameters j(j+a)/2j(j+a)/2. Define

μ^a∞(k):=∑j=k∞gj,k≥1.\hat{\mu}_a^{\infty}(k):=\sum_{j=k}^{\infty}g_j,\qquad k\geq 1.

Matching conjecture. For all a≥0a\geq 0, the joint distributions of (μ^a∞(i),  i≥1)(\hat{\mu}_a^{\infty}(i),\;i\geq 1) and (μa∞(i),  i≥1)(\mu_a^{\infty}(i),\;i\geq 1) are equal. As a corollary, using the explicit expression for the density of μ^a∞(1)\hat{\mu}_a^{\infty}(1),

∑j=1∞(−1)j−1j(2j+a)2(j+aj)e−j(j+a)2x,\sum_{j=1}^{\infty}(-1)^{j-1}\frac{j(2j+a)}{2}\binom{j+a}{j}e^{-\frac{j(j+a)}{2}x},

this matching yields

P(∃t≥0,  R−a(t)≥μ+bt)=∑j=1∞(−1)j−1[(j+a/bj)+(j+a/b−1j−1)]e−2μj(jb+a),\mathbb{P}\big(\exists t\geq 0,\;R^{-a}(t)\geq\mu+bt\big)=\sum_{j=1}^{\infty}(-1)^{j-1}\left[\binom{j+a/b}{j}+\binom{j+a/b-1}{j-1}\right]e^{-2\mu j(jb+a)},

where R−aR^{-a} is a reflected Brownian motion with drift −a-a.

The conjecture extends the proved equality of the largest points at a=0a=0 to the entire point process and all a≥0a\geq 0. If true, it would provide an unexpected diffusion representation of the exponential-gap construction and an exact formula for the hitting probability of a reflected Brownian motion with negative drift.

References

Primary source

Laure Dumaz and Hugo Magaldi, “The spectrum of the stochastic Bessel operator at high temperature”, arXiv:2603.27602 (2026).

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