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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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8 papers · 1 filter

math.CA2019

Positive intertwiners for Bessel functions of type B

Margit Rösler, Michael Voit

Let denote Dunkl's intertwining operator for the root sytem with multiplicity with . It was recently shown that the positivity of the op…

math.CA2019

The differential equations associated with Calogero-Moser-Sutherland particle models in the freezing regime

Michael Voit, Jeannette H. C. Woerner

Multivariate Bessel processes describe Calogero-Moser-Sutherland particle models and are related with -Hermite and -Laguerre ensembles. They depend on a root system and a mul…

math.PR2019

Some martingales associated with multivariate Jacobi processes and Aomoto's Selberg integral

Michael Voit

We study -Jacobi diffusion processes on alcoves in , depending on 3 parameters. Using elementary symmetric functions, we present space-time-harmonic functions and m…

math.PR2019

Some martingales associated with multivariate Bessel processes

Miklos Kornyik, Michael Voit, Jeannette H. C. Woerner

We study Bessel processes on Weyl chambers of types A and B on . Using elementary symmetric functions, we present several space-time-harmonic functions and thus martin…

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}{…

math.PR2019★ 19 cited

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…