The stochastic Bessel operator at high temperatures - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2023

The stochastic Bessel operator at high temperatures

Résumé

We know from Ramírez and Rider that the hard edge of the spectrum of the Beta-Laguerre ensemble converges, in the high-dimensional limit, to the bottom of the spectrum of the stochastic Bessel operator. Using stochastic analysis techniques, we show that, in the high temperatures limit, the rescaled eigenvalues point process of the stochastic Bessel operator converges to a limiting point process characterized with coupled stochastic dierential equations.
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Dates et versions

hal-04365867 , version 1 (28-12-2023)
hal-04365867 , version 2 (20-11-2024)

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  • HAL Id : hal-04365867 , version 1

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Hugo Magaldi. The stochastic Bessel operator at high temperatures. 2023. ⟨hal-04365867v1⟩
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