Functional central limit theorems for multivariate Bessel processes in the freezing regime

DOI10.1080/07362994.2020.1786402zbMath1469.60095arXiv1901.08390OpenAlexW3039956063MaRDI QIDQ4964413

Jeannette H. C. Woerner, Michael Voit

Publication date: 2 March 2021

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.08390

zbMATH Keywords

random matricesfunctional central limit theoremsinteracting particle systemsCalogero-Moser-Sutherland modelsmultivariate Bessel processes

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) Strong limit theorems (60F15) Diffusion processes (60J60) Hypergeometric functions associated with root systems (33C67)

Related Items (7)

Limit theorems for Jacobi ensembles with large parameters ⋮ High–low temperature dualities for the classical β-ensembles ⋮ The differential equations associated with Calogero-Moser-Sutherland particle models in the freezing regime ⋮ Freezing limits for Calogero–Moser–Sutherland particle models ⋮ Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials ⋮ Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions ⋮ Freezing limits for beta-Cauchy ensembles

Cites Work

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• Interacting particles on the line and Dunkl intertwining operator of typeA: application to the freezing regime
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• Asymptotic Statistics
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