On the differential equations of frozen Calogero-Moser-Sutherland particle models
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arXiv
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866929445484363776 |
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| author | Voit, Michael |
| author_facet | Voit, Michael |
| contents | Multivariate Bessel and Jacobi processes describe Calogero-Moser-Sutherland particle models. They depend on a parameter $k$ and are related to time-dependent classical random matrix models like Dysom Brownian motions, where $k$ has the interpretation of an inverse temperature. There are several stochastic limit theorems for $k\to\infty$ were the limits depend on the solutions of associated ODEs where these ODEs admit particular simple solutions which are connected with the zeros of the classical orthogonal polynomials. In this paper we show that these solutions attract all solutions. Moreover we present a connection between the solutions of these ODEs with associated inverse heat equations. These inverse heat equations are used to compute the expectations of some determinantal formulas for the Bessel and Jacobi processes. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_02685 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | On the differential equations of frozen Calogero-Moser-Sutherland particle models Voit, Michael Classical Analysis and ODEs Probability 70F10, 34F05, 60J60, 60B20, 82C22, 33C67 Multivariate Bessel and Jacobi processes describe Calogero-Moser-Sutherland particle models. They depend on a parameter $k$ and are related to time-dependent classical random matrix models like Dysom Brownian motions, where $k$ has the interpretation of an inverse temperature. There are several stochastic limit theorems for $k\to\infty$ were the limits depend on the solutions of associated ODEs where these ODEs admit particular simple solutions which are connected with the zeros of the classical orthogonal polynomials. In this paper we show that these solutions attract all solutions. Moreover we present a connection between the solutions of these ODEs with associated inverse heat equations. These inverse heat equations are used to compute the expectations of some determinantal formulas for the Bessel and Jacobi processes. |
| title | On the differential equations of frozen Calogero-Moser-Sutherland particle models |
| topic | Classical Analysis and ODEs Probability 70F10, 34F05, 60J60, 60B20, 82C22, 33C67 |
| url | https://arxiv.org/abs/2312.02685 |