Two-step asymptotics of scaled Dunkl processes

DOI10.1063/1.4932964zbMATH Open1339.60115arXiv1412.2832OpenAlexW1938174650MaRDI QIDQ3450558FDOQ3450558

Authors: Sergio Andraus, Seiji Miyashita 

Publication date: 6 November 2015

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Abstract: Dunkl processes are generalizations of Brownian motion obtained by using the differential-difference operators known as Dunkl operators as a replacement of spatial partial derivatives in the heat equation. Special cases of these processes include Dyson's Brownian motion model and the Wishart-Laguerre eigenvalue processes, which are well-known in random matrix theory. It is known that the dynamics of Dunkl processes is obtained by transforming the heat kernel using Dunkl's intertwining operator. It is also known that, under an appropriate scaling, their distribution function converges to a steady-state distribution which depends only on the coupling parameter $$ as the process time $t$ tends to infinity. We study scaled Dunkl processes starting from an arbitrary initial distribution, and we derive expressions for the intertwining operator in order to calculate the asymptotics of the distribution function in two limiting situations. In the first one, $$ is fixed and $t$ tends to infinity (approach to the steady state), and in the second one, $t$ is fixed and $$ tends to infinity (strong-coupling limit). We obtain the deviations from the limiting distributions in both of the above situations, and we find that they are caused by the two different mechanisms which drive the process, namely, the drift and exchange mechanisms. We find that the deviation due to the drift mechanism decays as $t^{-1}$, while the deviation due to the exchange mechanism decays as $t^{-1/2}$.

Full work available at URL: https://arxiv.org/abs/1412.2832

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• Interacting particles on the line and Dunkl intertwining operator of type \(A\): application to the freezing regime
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zbMATH Keywords

asymptoticsdistribution functionintertwining operatorDunkl processes

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Central limit and other weak theorems (60F05) Diffusion processes (60J60) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Heat equation (35K05) Heat kernel (35K08)

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Cited In (10)

• Central limit theorems for multivariate Bessel processes in the freezing regime
• Dunkl jump processes: relaxation and a phase transition
• Interacting particles on the line and Dunkl intertwining operator of type \(A\): application to the freezing regime
• 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
• Asymptotics of generalized Bessel functions and weight multiplicities via large deviations of radial Dunkl processes
• A chaotic representation property of the multidimensional Dunkl processes
• Functional central limit theorems for multivariate Bessel processes in the freezing regime
• Freezing limits for beta-Cauchy ensembles
• Freezing limits for Calogero–Moser–Sutherland particle models

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