Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions
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Date
2020-09-28
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Bessel processes, Dunkl processes, interacting particle systems, Calogero-Moser-Sutherland models, zeroes of Hermite polynomials, zeroes of Laguerre polynomials, ß-Hermite ensembles, ß-Laguerre ensembles, Dyson Brownian motion, semicircle laws, Marchenko-Pastur laws, free convolution, Stieltjes transform, Burgers equation