Beta Laguerre processes in a high temperature regime

Beta Laguerre processes in a high temperature regime
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Beta Laguerre 在高温状态下进行加工

DOI:
10.1016/j.spa.2021.03.002
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发表时间:
2021
影响因子:
1.4
通讯作者:
Trinh Khanh Duy
Trinh Khanh Duy
中科院分区:
数学3区
文献类型:
--
作者:
Trinh Hoang Dung;Trinh Khanh Duy

文献摘要

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Beta Laguerre过程是Wishart/Laguerre过程特征值过程的推广,它可以定义为B型径向Dunkl过程的平方。在本文中,我们研究了他们的经验测度过程的极限行为。利用矩量法,我们证明了在高温区域(β N→ c o n s t∈(0,∞))的极限收敛性,其中β是温度参数的倒数,N是系统尺寸.这是一个动态版本的最近的结果收敛的经验措施β拉盖尔合奏在同一制度。
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 β N→ c o n s t∈(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.