18 citations · 28 across the 8 of their papers we have counts for
8 papers
A central limit theorem for Bessel and Dunkl processes with drift
Michael Voit
For some discrete parameters, multivariate (Dunkl-)Bessel processes on Weyl chambers are projections of Brownian motions on Euclidean spaces ; the most prominent examples ar…
Bessel and Dunkl processes with drift
Michael Voit
For certain discrete multiplicity parameters , multivariate (Dunkl-)Bessel processes on Weyl chambers associated with root systems appear as projections of Brownian moti…
An estimate for -Hermite ensembles via the zeros of Hermite polynomials
Michael Voit
Let be an -dimensional random vector which describes the ordered eigenvalues of a -Hermite ensemble, and let the vector containing the ordered zeros of the Hermite po…
On the extremal eigenvalues of Jacobi ensembles at zero temperature
Kilian Hermann, Michael Voit
For the -Hermite, Laguerre, and Jacobi ensembles of dimension there exist central limit theorems for the freezing case such that the associated means and covari…
On the differential equations of frozen Calogero-Moser-Sutherland particle models
Michael Voit
Multivariate Bessel and Jacobi processes describe Calogero-Moser-Sutherland particle models. They depend on a parameter and are related to time-dependent classical random matri…
Central limit theorems for multivariate Bessel processes in the freezing regime
Michael Voit
Multivariate Bessel processes are classified via associated root systems and positive multiplicity constants. They describe the dynamics of interacting particle systems of Calogero…
Limit theorems for multivariate Bessel processes in the freezing regime
Sergio Andraus, Michael Voit
Multivariate Bessel processes describe the stochastic dynamics of interacting particle systems of Calogero-Moser-Sutherland type and are related with -Hermite and Laguerre ensem…
Limit transition between hypergeometric functions of type BC and type A
Margit Rösler, Tom Koornwinder, Michael Voit
Let be the Heckman-Opdam hypergeometric function of type BC with multiplicities and weighted half sum of positive roots. We prove that $F_{…