Freezing limits for beta-Cauchy ensembles

DOI10.3842/SIGMA.2022.069MaRDI QIDQ2084147zbMATH OpenFDO

Authors Michael Voit

Publication date 18 October 2022

Published in SIGMA. Symmetry, Integrability and Geometry: Methods and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2205.08153

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zbMATH Keywords

Bessel processesfreezing\(\beta\)-Hermite ensembles\(\beta\)-Laguerre ensemblesCauchy processeszeros of classical orthogonal polynomialsCalogero-Moser-Sutherland particle models

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) (n)-body problems (70F10) Interacting particle systems in time-dependent statistical mechanics (82C22)

Abstract: Bessel processes associated with the root systems $A_{N-1}$ and $B_N$ describe interacting particle systems with $N$ particles on $mathbbR$; they form dynamic versions of the classical $$-Hermite and Laguerre ensembles. In this paper we study corresponding Cauchy processes constructed via some subordination. This leads to $$-Cauchy ensembles in both cases with explicit distributions. For these distributions we derive central limit theorems for fixed $N$ in the freezing regime, i.e., when the parameters tend to infinity. The results are closely related to corresponding known freezing results for $$-Hermite and Laguerre ensembles and for Bessel processes.

Recommendations

• Central limit theorems for multivariate Bessel processes in the freezing regime
• Central limit theorems for multivariate Bessel processes in the freezing regime. II. The covariance matrices
• Limit theorems for multivariate Bessel processes in the freezing regime
• Functional central limit theorems for multivariate Bessel processes in the freezing regime
• Two limiting regimes of interacting Bessel processes

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Cited in

(5)

• Central limit theorems for multivariate Bessel processes in the freezing regime
• Central limit theorems for multivariate Bessel processes in the freezing regime. II. The covariance matrices
• scientific article; zbMATH DE number 3914958 (Why is no real title available?)
• Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials
• Freezing limits for Calogero–Moser–Sutherland particle models

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