M. Voit

activity

20122026

most citedLimit theorems for multivariate Bessel processes in the freezing regime

18 citations · 28 across the 8 of their papers we have counts for

collaborators

Showing 2025 · math.PRShow all

3 papers · 2 filters

math.PR2025

Bessel and Dunkl processes with drift

Michael Voit

For certain discrete multiplicity parameters $k \geq 0$ , multivariate (Dunkl-)Bessel processes on Weyl chambers $C$ associated with root systems appear as projections of Brownian moti…

math.PR2025

An estimate for $β$ -Hermite ensembles via the zeros of Hermite polynomials

Michael Voit

Let $X$ be an $N$ -dimensional random vector which describes the ordered eigenvalues of a $β$ -Hermite ensemble, and let $z$ the vector containing the ordered zeros of the Hermite po…

math.PR2025

On the extremal eigenvalues of Jacobi ensembles at zero temperature

Kilian Hermann, Michael Voit

For the $β$ -Hermite, Laguerre, and Jacobi ensembles of dimension $N$ there exist central limit theorems for the freezing case $β \to \infty$ such that the associated means and covari…

Bessel and Dunkl processes with drift

An estimate for β-Hermite ensembles via the zeros of Hermite polynomials

On the extremal eigenvalues of Jacobi ensembles at zero temperature

An estimate for $β$ -Hermite ensembles via the zeros of Hermite polynomials