Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials

DOI10.1063/5.0028706zbMath1476.60011arXiv2009.01418OpenAlexW3191720280WikidataQ113854254 ScholiaQ113854254MaRDI QIDQ4958123

Kilian Hermann, Michael Voit, Sergio Andraus

Publication date: 6 September 2021

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.01418

zbMATH Keywords

weak limit theoremsdual orthogonal polynomialssoft edge of freezing random matrix models

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Interacting particle systems in time-dependent statistical mechanics (82C22) Other special orthogonal polynomials and functions (33C47)

Related Items (7)

Limit theorems for Jacobi ensembles with large parameters ⋮ High–low temperature dualities for the classical β-ensembles ⋮ Matrix addition and the Dunkl transform at high temperature ⋮ Freezing limits for Calogero–Moser–Sutherland particle models ⋮ Bounded Bessel processes and Ferrari-Spohn diffusions ⋮ Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions ⋮ Freezing limits for beta-Cauchy ensembles

Uses Software

• DLMF

Cites Work

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