M. Voit

collaborators

3 papers

math.PR2025

Bessel and Dunkl processes with drift

Michael Voit

For some discrete parameters $k \geq 0$ , multivariate (Dunkl-)Bessel processes on Weyl chambers $C$ associated with root systems appear as projections of Brownian motions without drif…

math.PR2025

On the extremal eigenvalues of Jacobi ensembles at zero temperature

Kilian Hermann, Michael Voit

For the $I^^{2}$ -Hermite, Laguerre, and Jacobi ensembles of dimension $N$ there exist central limit theorems for the freezing case $I^^{2} \to \infty$ such that the associated means and cova…

math.PR2025

An estimate for $I^^{2}$ -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 $I^^{2}$ -Hermite ensemble, and let $z$ the vector containing the ordered zeros of the Hermite p…

Bessel and Dunkl processes with drift

On the extremal eigenvalues of Jacobi ensembles at zero temperature

An estimate for I^2-Hermite ensembles via the zeros of Hermite polynomials

An estimate for $I^^{2}$ -Hermite ensembles via the zeros of Hermite polynomials