Full metadata record
DC FieldValueLanguage
dc.contributor.authorAndraus, Sergio-
dc.contributor.authorVoit, Michael-
dc.date.accessioned2019-01-08T13:36:47Z-
dc.date.available2019-01-08T13:36:47Z-
dc.date.issued2018-11-
dc.identifier.urihttp://hdl.handle.net/2003/37861-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-19848-
dc.description.abstractMultivariate Bessel processes describe the stochastic dynamics of interacting particle systems of Calogero-Moser-Sutherland type and are related with β-Hermite and Laguerre ensembles. It was shown by Andraus, Katori, and Miyashita that for fixed starting points, these processes admit interesting limit laws when the multiplicities k tend to ∞, where in some cases the limits are described by the zeros of classical Hermite and Laguerre polynomials. In this paper we use SDEs to derive corresponding limit laws for starting points of the form √k∙x for k→∞ with x in the interior of the corresponding Weyl chambers. Our limit results are a.s. locally uniform in time. Moreover, in some cases we present associated central limit theorems.en
dc.language.isoen-
dc.subjectinteracting particle systemsen
dc.subjectCalogero-Moser-Sutherland modelsen
dc.subjectstrong limiting lawsen
dc.subjectcentral limit theoremsen
dc.subjectzeros of Hermite polynomialsen
dc.subjectzeros of Laguerre polynomialsen
dc.subjectHermite ensemblesen
dc.subjectLaguerre ensemblesen
dc.subject.ddc610-
dc.titleLimit theorems for multivariate Bessel processes in the freezing regimeen
dc.typeTextde
dc.type.publicationtypepreprinten
dcterms.accessRightsopen access-
eldorado.secondarypublicationfalse-
Appears in Collections:Preprints der Fakultät für Mathematik

Files in This Item:
File Description SizeFormat 
Preprint 2018-07.pdfDNB430.33 kBAdobe PDFView/Open


This item is protected by original copyright



All resources in the repository are protected by copyright.