Conjectural asymptotics for the moment generating function of linear statistics

Fix β>0\beta>0. Let g:RRg:\mathbb{R}\to\mathbb{R} be 2π2\pi-periodic and belong to C1,qC^{1,q} for some 0<q10<q\leq 1, let tRt\in\mathbb{R}, and let II denote the integral whose normalized ratio gives the moment generating function of the linear statistic. Moment-generating-function asymptotics conjecture. As nn\to\infty,

I(tng)=2βn(n1)/2(8πβn)(n1)/2ne1/(2β)(1+o(1))ππexp(tng(θ)+2g(θ)2βt2)dθ,I\left(\frac{t}{\sqrt n}g\right)=2^{\beta n(n-1)/2}\left(\frac{8\pi}{\beta n}\right)^{(n-1)/2}\sqrt n\,e^{-1/(2\beta)}(1+o(1))\int_{-\pi}^{\pi}\exp\left(t\sqrt n\,g(\theta)+\frac{2g'(\theta)^2}{\beta}t^2\right)\,d\theta,

uniformly for tt in compact subsets of R\mathbb{R}. In particular,

E[etnj=1ng(θj)]=I(tng)I(0)=1+o(1)2πππexp(tng(θ)+2g(θ)2βt2)dθ.\mathbb{E}\left[e^{\frac{t}{\sqrt n}\sum_{j=1}^n g(\theta_j)}\right]=\frac{I(\frac{t}{\sqrt n}g)}{I(0)}=\frac{1+o(1)}{2\pi}\int_{-\pi}^{\pi}\exp\left(t\sqrt n\,g(\theta)+\frac{2g'(\theta)^2}{\beta}t^2\right)\,d\theta.

These asymptotics would provide the moment-generating-function basis for the conjectured subleading fluctuation law. The statement is presented after the authors explain that the required regime is substantially more involved and that existing methods do not directly apply, so it remains open.

Sources & referencesView supporting material

Primary source

Christophe Charlier, “A point process on the unit circle with antipodal interactions”, arXiv:2212.06787 (2025).

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