Two limiting regimes of interacting Bessel processes
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beta-random matrix ensemblesDunkl operator theoryfreezing regimeinteracting Bessel processessteady-state distributions
Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Random matrices (probabilistic aspects) (60B20)
Abstract: We consider the interacting Bessel processes, a family of multiple-particle systems in one dimension where particles evolve as individual Bessel processes and repel each other via a log-potential. We consider two limiting regimes for this family on its two main parameters: the inverse temperature beta and the Bessel index nu. We obtain the time-scaled steady-state distributions of the processes for the cases where beta or nu are large but finite. In particular, for large beta we show that the steady-state distribution of the system corresponds to the eigenvalue distribution of the beta-Laguerre ensembles of random matrices. We also estimate the relaxation time to the steady state in both cases. We find that in the freezing regime beta->infinity, the scaled final positions of the particles are locked at the square root of the zeroes of the Laguerre polynomial of parameter nu-1/2 for any initial configuration, while in the regime nu->infinity, we prove that the scaled final positions of the particles converge to a single point. In order to obtain our results, we use the theory of Dunkl operators, in particular the intertwining operator of type B. We derive a previously unknown expression for this operator and study its behaviour in both limiting regimes. By using these limiting forms of the intertwining operator, we derive the steady-state distributions, the estimations of the relaxation times and the limiting behaviour of the processes.
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Cited in
(17)- Central limit theorems for multivariate Bessel processes in the freezing regime
- Limit theorems for multivariate Bessel processes in the freezing regime
- Beta Laguerre processes in a high temperature regime
- Some martingales associated with multivariate Bessel processes
- Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions
- Freezing limits for beta-Cauchy ensembles
- The differential equations associated with Calogero-Moser-Sutherland particle models in the freezing regime
- Central limit theorems for multivariate Bessel processes in the freezing regime. II. The covariance matrices
- Interacting particles on the line and Dunkl intertwining operator of type A: application to the freezing regime
- Two-step asymptotics of scaled Dunkl processes
- Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials
- Functional central limit theorems for multivariate Bessel processes in the freezing regime
- Dunkl jump processes: relaxation and a phase transition
- Freezing limits for Calogero–Moser–Sutherland particle models
- On the differential equations of frozen Calogero-Moser-Sutherland particle models
- Asymptotics of generalized Bessel functions and weight multiplicities via large deviations of radial Dunkl processes
- Limit theorems for Jacobi ensembles with large parameters
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