Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions
DOI10.1016/j.spa.2021.10.005zbMath1479.60054arXiv2009.13928OpenAlexW3211089281WikidataQ113863850 ScholiaQ113863850MaRDI QIDQ2059691
Jeannette H. C. Woerner, Michael Voit
Publication date: 14 December 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.13928
free convolutionCalogero-Moser-Sutherland models\( \beta \)-ensemblesDunkl-Bessel processesMarchenko-Pastur lawssemicircle laws
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Interacting particle systems in time-dependent statistical mechanics (82C22) Strong limit theorems (60F15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) (n)-body problems (70F10)
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