Limit theorems for multivariate Bessel processes in the freezing regime
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DOI: 10.1016/j.spa.2018.12.011
Abstract: Multivariate Bessel processes describe the stochastic dynamics of interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and Laguerre ensembles. It was shown by Andraus, Katori, and Miyashita that for fixed starting points,… read more here.
Keywords: theorems multivariate; limit theorems; limit; multivariate bessel ... See more keywords