Central limit theorems for multivariate Bessel processes in the freezing regime
| dc.contributor.author | Voit, Michael | |
| dc.date.accessioned | 2019-01-08T13:37:58Z | |
| dc.date.available | 2019-01-08T13:37:58Z | |
| dc.date.issued | 2018-11 | |
| dc.description.abstract | Multivariate Bessel processes (X_(t,k) )t≥0 are classified via associated root systems and multiplicity constants k ≥ 0. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and Miyashita derived some weak laws of large numbers for X_(t,k) for fixed times t > 0 and k→∞. In this paper we derive associated central limit theorems for the root systems of types A, B and D in an elementary way. In most cases, the limits will be normal distributions, but in the B-case there are freezing limits where distributions associated with the root system A or one-sided normal distributions on half-spaces appear. Our results are connected to central limit theorems of Dumitriu and Edelman for β-Hermite and β-Laguerre ensembles. | en |
| dc.identifier.uri | http://hdl.handle.net/2003/37862 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-19849 | |
| dc.language.iso | en | |
| dc.subject | interacting particle systems | en |
| dc.subject | Calogero-Moser-Sutherland models | en |
| dc.subject | central limit theorems | en |
| dc.subject | Hermite ensembles | en |
| dc.subject | Laguerre ensembles | en |
| dc.subject | Dyson Brownian motion | en |
| dc.subject.ddc | 610 | |
| dc.title | Central limit theorems for multivariate Bessel processes in the freezing regime | en |
| dc.type | Text | de |
| dc.type.publicationtype | preprint | en |
| dcterms.accessRights | open access | |
| eldorado.secondarypublication | false |