Beta Laguerre processes in a high temperature regime

Tiêu đềBeta Laguerre processes in a high temperature regime
Loại công bốJournal Article
Năm xuất bản2021
Tác giảDung, THoang, Trinh, KDuy
Tạp chíStochastic Processes and their Applications
Thể tích136
Trang192-205
ISSN0304-4149
Từ khóaBeta Laguerre ensembles, Beta Laguerre processes, High temperature regime, Radial Dunkl processes, The moment method
Tóm tắt

Beta Laguerre processes which are generalizations of the eigenvalue process of Wishart/Laguerre processes can be defined as the squares of radial Dunkl processes of type B. In this paper, we study the limiting behavior of their empirical measure processes. By the moment method, we show the convergence to a limit in a high temperature regime, a regime where βN→const∈(0,∞), where β is the inverse temperature parameter and N is the system size. This is a dynamic version of a recent result on the convergence of the empirical measures of beta Laguerre ensembles in the same regime.

URLhttps://www.sciencedirect.com/science/article/pii/S0304414921000302
DOI10.1016/j.spa.2021.03.002