Bessel processes associated with the root systems AN-1 and BN describe inter-acting particle systems with N particles on R; they form dynamic versions of the classical 0-Hermite and Laguerre ensembles. In this paper we study corresponding Cauchy processes constructed via some subordination. This leads to 0-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 0-Hermite and Laguerre ensembles and for Bessel processes.
机构:
Seoul Natl Univ, Dept Math Sci, Seoul 151747, South Korea
Seoul Natl Univ, Res Inst Math, Seoul 151747, South KoreaSeoul Natl Univ, Dept Math Sci, Seoul 151747, South Korea
Byun, Sung-Soo
Noda, Kohei
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机构:
Kyushu Univ, Inst Math Ind, West Zone 1,744 Motooka,Nishi ku, Fukuoka 8190395, JapanSeoul Natl Univ, Dept Math Sci, Seoul 151747, South Korea
机构:
Sch Math, Cent S Univ, Changsha 410075, Peoples R China
Cent South Technol, Sch Math, Changsha 410075, Hunan, Peoples R ChinaSch Math, Cent S Univ, Changsha 410075, Peoples R China
Zeng, Xingyuan
Hou, Zhenting
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机构:
Sch Math, Cent S Univ, Changsha 410075, Peoples R China
Cent South Technol, Sch Math, Changsha 410075, Hunan, Peoples R ChinaSch Math, Cent S Univ, Changsha 410075, Peoples R China
Hou, Zhenting
INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS,
2013,
44
(03):
: 383
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404