Beta Laguerre processes in a high temperature regime

Hoang Dung Trinh, Khanh Duy Trinh

研究成果: Article査読

抄録

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.

本文言語English
ページ(範囲)192-205
ページ数14
ジャーナルStochastic Processes and their Applications
136
DOI
出版ステータスPublished - 2021 6

ASJC Scopus subject areas

  • 統計学および確率
  • モデリングとシミュレーション
  • 応用数学

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