{"title":"Freezing Limits for Beta-Cauchy Ensembles","authors":"M. Voit","doi":"10.3842/SIGMA.2022.069","DOIUrl":null,"url":null,"abstract":"Bessel processes associated with the root systems $A_{N-1}$ and $B_N$ describe interacting particle systems with $N$ particles on $\\mathbb R$; they form dynamic versions of the classical $\\beta$-Hermite and Laguerre ensembles. In this paper we study corresponding Cauchy processes constructed via some subordination. This leads to $\\beta$-Cauchy ensembles in both cases with explicit distributions. For these distributions we derive central limit theorems for fixed $N$ in the freezing regime, i.e., when the parameters tend to infinity. The results are closely related to corresponding known freezing results for $\\beta$-Hermite and Laguerre ensembles and for Bessel processes.","PeriodicalId":49453,"journal":{"name":"Symmetry Integrability and Geometry-Methods and Applications","volume":null,"pages":null},"PeriodicalIF":0.9000,"publicationDate":"2022-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Symmetry Integrability and Geometry-Methods and Applications","FirstCategoryId":"101","ListUrlMain":"https://doi.org/10.3842/SIGMA.2022.069","RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 2
Abstract
Bessel processes associated with the root systems $A_{N-1}$ and $B_N$ describe interacting particle systems with $N$ particles on $\mathbb R$; they form dynamic versions of the classical $\beta$-Hermite and Laguerre ensembles. In this paper we study corresponding Cauchy processes constructed via some subordination. This leads to $\beta$-Cauchy ensembles in both cases with explicit distributions. For these distributions we derive central limit theorems for fixed $N$ in the freezing regime, i.e., when the parameters tend to infinity. The results are closely related to corresponding known freezing results for $\beta$-Hermite and Laguerre ensembles and for Bessel processes.
期刊介绍:
Scope
Geometrical methods in mathematical physics
Lie theory and differential equations
Classical and quantum integrable systems
Algebraic methods in dynamical systems and chaos
Exactly and quasi-exactly solvable models
Lie groups and algebras, representation theory
Orthogonal polynomials and special functions
Integrable probability and stochastic processes
Quantum algebras, quantum groups and their representations
Symplectic, Poisson and noncommutative geometry
Algebraic geometry and its applications
Quantum field theories and string/gauge theories
Statistical physics and condensed matter physics
Quantum gravity and cosmology.