Beta Laguerre processes in a high temperature regime

Hoang Dung Trinh, Khanh Duy Trinh*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)192-205
Number of pages14
JournalStochastic Processes and their Applications
Volume136
DOIs
Publication statusPublished - 2021 Jun

Keywords

  • Beta Laguerre ensembles
  • Beta Laguerre processes
  • High temperature regime
  • Radial Dunkl processes
  • The moment method

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

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