Voit, Michael2024-11-192024-11-192023-08-04http://hdl.handle.net/2003/4276510.17877/DE290R-24597One-dimensional interacting particle models of Calogero–Moser–Sutherland type with N particles can be regarded as diffusion processes on suitable subsets of ℝ^N like Weyl chambers and alcoves with second-order differential operators as generators of the transition semigroups, where these operators are singular on the boundaries of the state spaces. The most relevant examples are multivariate Bessel processes and Heckman–Opdam processes in a compact and noncompact setting where in all cases, these processes are related to special functions associated with root systems. More precisely, the transition probabilities can be described with the aid of multivariate Bessel functions, Jack and Heckman–Opdam Jacobi polynomials, and Heckman–Opdam hypergeometric functions, respectively. These models, in particular, form dynamic eigenvalue evolutions of the classical random matrix models like β-Hermite, β- Laguerre, and β-Jacobi, that is, MANOVA, ensembles. In particular, Dyson's Brownian motions and multivariate Jacobi processes are included. In all cases, the processes depend on so-called coupling parameters. We review several freezing limit theorems for these diffusions where, for fixed N, one or several of the coupling parameters tend to ∞. In many cases, the limits will be N-dimensional normal distributions and, in the process case, Gauss processes. However, in some cases, normal distributions on half spaces and distributions related to some other ensembles appear as limits. In all cases, the limits are connected with the zeros of the classical one-dimensional orthogonal polynomials of order N.enStudies in applied mathematics; 151(4)https://creativecommons.org/licenses/by-nc-nd/4.0/Dyson Brownian motionfreezingHeckman–Opdam processesβ-Hermite ensemblesJacobi ensemblesJacobi processesβ-Laguerre ensemblesMANOVA ensemblesmultivariate Bessel processestime-dependent random matrix modelszeros of classical orthogonal polynomials510Article