戴森布朗运动和拉盖尔过程力矩过程的极限定理

Pub Date : 2021-03-18 DOI:10.1142/S2010326323500053
F. Nakano, Hoang Dung Trinh, Khanh Duy Trinh
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引用次数: 7

摘要

在参数β与系统大小的倒数成正比的情况下,已知高斯β系综的经验分布(p < 0.05)。\ beta拉盖尔系综)收敛于相关埃尔米特多项式的一个概率测度。拉盖尔多项式相关\)。在极限附近的高斯波动也是已知的。本文旨在研究这些结果的动态版本。更准确地说,我们研究了戴森布朗运动和拉盖尔过程,并建立了lln和clt在同一制度下的力矩过程。
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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.
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