Two limiting regimes of interacting Bessel processes

DOI10.1088/1751-8113/47/23/235201zbMath1296.15018arXiv1309.2733OpenAlexW1991360231MaRDI QIDQ5495120

Makoto Katori, Sergio Andraus, Seiji Miyashita

Publication date: 31 July 2014

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

Full work available at URL: https://arxiv.org/abs/1309.2733

zbMATH Keywords

steady-state distributionsinteracting Bessel processesbeta-random matrix ensemblesDunkl operator theoryfreezing regime

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Related Items (13)

Limit theorems for Jacobi ensembles with large parameters ⋮ The differential equations associated with Calogero-Moser-Sutherland particle models in the freezing regime ⋮ Two-step asymptotics of scaled Dunkl processes ⋮ Freezing limits for Calogero–Moser–Sutherland particle models ⋮ Central limit theorems for multivariate Bessel processes in the freezing regime ⋮ Limit theorems for multivariate Bessel processes in the freezing regime ⋮ Some martingales associated with multivariate Bessel processes ⋮ Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials ⋮ Functional central limit theorems for multivariate Bessel processes in the freezing regime ⋮ Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions ⋮ Central limit theorems for multivariate Bessel processes in the freezing regime. II. The covariance matrices ⋮ Freezing limits for beta-Cauchy ensembles ⋮ Dunkl jump processes: relaxation and a phase transition

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