Related papers: Freezing Limits for Beta-Cauchy Ensembles
Multivariate Bessel processes are classified via associated root systems and positive multiplicity constants. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and…
Bessel processes $(X_{t,k})_{t\ge0}$ in $N$ dimensions are classified via associated root systems and multiplicity constants $k\ge0$. They describe interacting Calogero-Moser-Suther\-land particle systems with $N$ particles and are related…
Multivariate Bessel processes $(X_{t,k})_{t\ge0}$ describe interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and $\beta$-Laguerre ensembles. They depend on a root system and a multiplicity…
Multivariate Bessel processes describe the stochastic dynamics of interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and Laguerre ensembles. It was shown by Andraus, Katori, and Miyashita…
We consider the interacting Bessel processes, a family of multiple-particle systems in one dimension where particles evolve as individual Bessel processes and repel each other via a log-potential. We consider two limiting regimes for this…
We study Bessel and Dunkl processes $(X_{t,k})_{t\ge0}$ on $\mathbb R^N$ with possibly multivariate coupling constants $k\ge0$. These processes describe interacting particle systems of Calogero-Moser-Sutherland type with $N$ particles. For…
In the freezing regime where the system size N is fixed and the inverse temperature beta tends to infinity, the eigenvalues of Gaussian beta ensembles converge to zeros of the Nth Hermite polynomial. That law of large numbers has been…
$N$-dimensional Bessel and Jacobi processes describe interacting particle systems with $N$ particles and are related to $\beta$-Hermite, $\beta$-Laguerre, and $\beta$-Jacobi ensembles. For fixed $N$ there exist associated weak limit…
For the $\beta$-Hermite, Laguerre, and Jacobi ensembles of dimension $N$ there exist central limit theorems for the freezing case $\beta\to\infty$ such that the associated means and covariances can be expressed in terms of the associated…
Beta Laguerre processes which are generalizations of the eigenvalue process of Wishart/Laguerre processes can be defined as the square of radial Dunkl processes of type B. In this paper, we study the limiting behavior of their empirical…
Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…
Ram\'irez and Rider (2009) established that the hard edge of the spectrum of the $\beta$-Laguerre ensemble converges, in the high-dimensional limit, to the bottom of the spectrum of the stochastic Bessel operator. Using stochastic analysis…
We study the hard edge limit of a multilevel extension of the Laguerre $\beta$-ensemble at zero temperature. In particular, we show that asymptotically the ensemble is given by Gaussians with covariance matrix expressible in terms of the…
We study Jacobi processes $(X_{t})_{t\ge0}$ on the compact spaces $[-1,1]^N$ and on the noncompact spaces $[1,\infty[^N$ which are motivated by the Heckman-Opdam theory for the root systems of type BC and associated integrable particle…
The Gaussian $\beta$-ensemble is a real $n$-point configuration $\{x_j\}_1^n$ picked randomly with respect to the Boltzmann factor $e^{-\frac\beta 2H_n}$, $H_n=\sum_{i\ne j}\log\frac 1{|x_i-x_j|}+n\sum_{i=1}^n\tfrac 12x_i^2.$ The point…
We study the asymptotic behaviour of Bessel functions associated of root systems of type $A_{n-1}$ and type $B_n$ with positive multiplicities as the rank $n$ tends to infinity. In both cases, we characterize the possible limit functions…
It is well known that the edge limit of Gaussian/Laguerre Beta-ensembles, as well as a large class of $\beta$-ensembles is given by the $\mathrm{Airy}(\beta)$ point process. We extend this universality result to a general class of additions…
In this paper, we prove a polynomial Central Limit Theorem for several integrable models, and for the $\beta$-ensembles at high-temperature with polynomial potential. Furthermore, we connect the mean values, the variances and the…
The Calogero-Moser systems are a series of interacting particle systems on one dimension that are both classically and quantum-mechanically integrable. Their integrability has been established through the use of Dunkl operators (a series of…
There is a unique unitarily-invariant ensemble of $N\times N$ Hermitian matrices with a fixed set of real eigenvalues $a_1 > \dots > a_N$. The joint eigenvalue distribution of the $(N - 1)$ top-left principal submatrices of a random matrix…