M. Voit

activity

19972026

most citedCentral limit theorems for multivariate Bessel processes in the freezing regime II: the covariance matrices

19 citations · 88 across the 32 of their papers we have counts for

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Showing 2020 · math.PRShow all

2 papers · 2 filters

math.PR2020

Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions

Michael Voit, Jeannette H. C. Woerner

We study Bessel and Dunkl processes $(X_{t, k})_{t \geq 0}$ on $R^{N}$ with possibly multivariate coupling constants $k \geq 0$ . These processes describe interacting particle system…

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…