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math.PR2018
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…
math.PR2018★ 18 cited
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…