
Tiêu đề | Beta Laguerre processes in a high temperature regime |
Loại công bố | Journal Article |
Năm xuất bản | 2021 |
Tác giả | Dung, THoang, Trinh, KDuy |
Tạp chí | Stochastic Processes and their Applications |
Thể tích | 136 |
Trang | 192-205 |
ISSN | 0304-4149 |
Từ khóa | Beta 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. |
URL | https://www.sciencedirect.com/science/article/pii/S0304414921000302 |
DOI | 10.1016/j.spa.2021.03.002 |