Kilian Hermann

activity

20192025

most citedLimit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials

11 citations · 19 across the 3 of their papers we have counts for

collaborators

3 papers

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…

math.PR2020★ 11 cited

Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials

Sergio Andraus, Kilian Hermann, Michael Voit

$N$ -dimensional Bessel and Jacobi processes describe interacting particle systems with $N$ particles and are related to $β$ -Hermite, $β$ -Laguerre, and $β$ -Jacobi ensembles. For fix…

math.PR2019★ 8 cited

Limit theorems for Jacobi ensembles with large parameters

Kilian Hermann, Michael Voit

Consider Jacobi random matrix ensembles with the distributions $$c_{k_1,k_2,k_3}\prod_{1\leq i< j \leq N}\left(x_j-x_i\right)^{k_3}\prod_{i=1}^N \left(1-x_i\right)^{\frac{k_1+k_2}{…