{"title":"戴森布朗运动和拉盖尔过程力矩过程的极限定理","authors":"F. Nakano, Hoang Dung Trinh, Khanh Duy Trinh","doi":"10.1142/S2010326323500053","DOIUrl":null,"url":null,"abstract":"In the regime where the parameter beta is proportional to the reciprocal of the system size, it is known that the empirical distribution of Gaussian beta ensembles (resp.\\ beta Laguerre ensembles) converges to a probability measure of associated Hermite polynomials (resp.\\ associated Laguerre polynomials). Gaussian fluctuations around the limit have been known as well. This paper aims to study a dynamical version of those results. More precisely, we study beta Dyson's Brownian motions and beta Laguerre processes and establish LLNs and CLTs for their moment processes in the same regime.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"7","resultStr":"{\"title\":\"Limit theorems for moment processes of beta Dyson's Brownian motions and beta Laguerre processes\",\"authors\":\"F. Nakano, Hoang Dung Trinh, Khanh Duy Trinh\",\"doi\":\"10.1142/S2010326323500053\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In the regime where the parameter beta is proportional to the reciprocal of the system size, it is known that the empirical distribution of Gaussian beta ensembles (resp.\\\\ beta Laguerre ensembles) converges to a probability measure of associated Hermite polynomials (resp.\\\\ associated Laguerre polynomials). Gaussian fluctuations around the limit have been known as well. This paper aims to study a dynamical version of those results. More precisely, we study beta Dyson's Brownian motions and beta Laguerre processes and establish LLNs and CLTs for their moment processes in the same regime.\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2021-03-18\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"7\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1142/S2010326323500053\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1142/S2010326323500053","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Limit theorems for moment processes of beta Dyson's Brownian motions and beta Laguerre processes
In the regime where the parameter beta is proportional to the reciprocal of the system size, it is known that the empirical distribution of Gaussian beta ensembles (resp.\ beta Laguerre ensembles) converges to a probability measure of associated Hermite polynomials (resp.\ associated Laguerre polynomials). Gaussian fluctuations around the limit have been known as well. This paper aims to study a dynamical version of those results. More precisely, we study beta Dyson's Brownian motions and beta Laguerre processes and establish LLNs and CLTs for their moment processes in the same regime.