Beta Laguerre processes in a high temperature regime

Beta Laguerre processes which are generalizations of the eigenvalue process of Wishart/Laguerre processes can be defined as the squares of radial Dunkl processes of type B. In this paper, we study the limiting behavior of their empirical measure processes. By the moment method, we show the convergen...

Full description

Saved in:
Bibliographic Details
Published in:Stochastic processes and their applications 2021-06, Vol.136, p.192-205
Main Authors: Trinh, Hoang Dung, Trinh, Khanh Duy
Format: Article
Language:English
Subjects:
Beta Laguerre ensembles
Beta Laguerre processes
High temperature regime
Radial Dunkl processes
The moment method
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Beta Laguerre processes which are generalizations of the eigenvalue process of Wishart/Laguerre processes can be defined as the squares of radial Dunkl processes of type B. In this paper, we study the limiting behavior of their empirical measure processes. By the moment method, we show the convergence to a limit in a high temperature regime, a regime where βN→const∈(0,∞), where β is the inverse temperature parameter and N is the system size. This is a dynamic version of a recent result on the convergence of the empirical measures of beta Laguerre ensembles in the same regime.
ISSN:0304-4149
1879-209X
DOI:10.1016/j.spa.2021.03.002