Matching conjecture for the stochastic Bessel limiting point process
Matching conjecture for the stochastic Bessel limiting point process
For , let be the limiting point process, and let be independent exponential random variables with parameters . Define
Matching conjecture. For all , the joint distributions of and are equal. As a corollary, using the explicit expression for the density of ,
this matching yields
where is a reflected Brownian motion with drift .
The conjecture extends the proved equality of the largest points at to the entire point process and all . 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.
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Sources & referencesView supporting material
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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