22 citations · 122 across the 16 of their papers we have counts for
8 papers · 1 filter
Collision types and times in interacting particle systems
Sergio Andraus, Nicole Hufnagel, Jacek Małecki
We consider a system of stochastic interacting particles with general diffusion coefficient and drift functions and we study the types of collisions that arise in them. In particul…
Collision times of multivariate Bessel processes with their Weyl chambers' boundaries and their Hausdorff dimension
Nicole Hufnagel, Sergio Andraus
Multivariate Bessel processes, otherwise known as radial Dunkl processes, are stochastic processes defined in a Weyl chamber that are repelled from the latter's boundary by a singu…
Hausdorff dimension of collision times in one-dimensional log-gases
Nicole Hufnagel, Sergio Andraus
We consider systems of multiple Brownian particles in one dimension that repel mutually via a logarithmic potential on the real line, more specifically the Dyson model. These syste…
Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials
Sergio Andraus, Kilian Hermann, Michael Voit
-dimensional Bessel and Jacobi processes describe interacting particle systems with particles and are related to -Hermite, -Laguerre, and -Jacobi ensembles. For fix…
Central limit theorems for multivariate Bessel processes in the freezing regime II: the covariance matrices
Sergio Andraus, Michael Voit
Bessel processes in dimensions are classified via associated root systems and multiplicity constants . They describe interacting Calogero-Moser-Suthe…
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…
Benjamini-Schramm convergence and limiting eigenvalue density of random matrices
Sergio Andraus
We review the application of the notion of local convergence on locally finite randomly rooted graphs, known as Benjamini-Schramm convergence, to the calculation of the global eige…
Characterizations of the hydrodynamic limit of the Dyson model
Sergio Andraus, Makoto Katori
Under appropriate conditions for the initial configuration, the empirical measure of the -particle Dyson model with parameter converges to a unique measure-valued proc…