arXiv subjects

Michael Voit

Publications and source records attributed to Michael Voit.

At least 37 records · Page 2Linked to original sources

arXiv2020

Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions

We study Bessel and Dunkl processes $(X_{t,k})_{t\ge0}$ on $\mathbb R^N$ with possibly multivariate coupling constants $k\ge0$. These processes describe interacting particle systems of Calogero-Moser-Sutherland type with $N$ particles. For the root systems $A_{N-1}$ and $B_N$ these Bessel processes are related with $β$-Hermite and $β$-Laguerre ensembles. Moreover, for the frozen case $k=\infty$, these processes degenerate to deterministic or pure jump processes. We use the generators for Bessel and Dunkl processes of types A and B and derive analogues of Wigner's semicircle and Marchenko-Pastur limit laws for $N\to\infty$ for the empirical distributions of the particles with arbitrary initial empirical distributions by using free convolutions. In particular, for Dunkl processes of type B new non-symmetric semicircle-type limit distributions on $\mathbb R$ appear. Our results imply that the form of the limiting measures is already completely determined by the frozen processes. Moreover, in the frozen cases, our approach leads to a new simple proof of the semicircle and Marchenko-Pastur limit laws for the empirical measures of the zeroes of Hermite and Laguerre polynomials respectively.

math.PR↗

arXiv2019

Positive intertwiners for Bessel functions of type B

Let $V_k$ denote Dunkl's intertwining operator for the root sytem $B_n$ with multiplicity $k=(k_1,k_2)$ with $k_1\geq 0, k_2>0$. It was recently shown that the positivity of the operator $V_{k^\prime\!,k} =V_{k^\prime}\circ V_k^{-1}$ which intertwines the Dunkl operators associated with $k$ and $k^\prime=(k_1+h,k_2)$ implies that $h\in[k_2(n-1),\infty[\,\cup\,(\{0,k_2,\ldots,k_2(n-1)\}-\mathbb Z_+)$. This is also a necessary condition for the existence of positive Sonine formulas between the associated Bessel functions. In this paper we present two partial converse positive results: For $k_1 \geq 0, \,k_2\in\{1/2,1,2\}$ and $h>k_2(n-1)$, the operator $V_{k^\prime\!,k}$ is positive when restricted to functions which are invariant under the Weyl group, and there is an associated positive Sonine formula for the Bessel functions of type $B_n$. Moreover, the same positivity results hold for arbitrary $k_1\geq 0, k_2>0$ and $h\in k_2\cdot \mathbb Z_+.$ The proof is based on a formula of Baker and Forrester on connection coefficients between multivariate Laguerre polynomials and an approximation of Bessel functions by Laguerre polynomials.

math.CA↗

arXiv2019

Sonine formulas and intertwining operators in Dunkl theory

Let $V_k$ denote Dunkl's intertwining operator associated with some root system $R$ and multiplicity function $k$. For two multiplicities $k, k^\prime$ on $R$, we study the operator $V_{k^\prime,k} = V_{k^\prime}\circ V_k^{-1}$, which intertwines the Dunkl operators for multiplicity $k$ with those for multiplicity $k^\prime.$ While it is well-known that the operator $V_k$ is positive for nonnegative $k$, it has been a long-standing conjecture that its generalizations $V_{k^\prime,k}$ are also positive if $k^\prime \geq k \geq 0,$ which is known to be true in rank one. In this paper, we disprove this conjecture by constructing examples for root system $B_n$ with multiplicites $k^\prime \geq k \geq 0$ for which $V_{k^\prime, k}$ is not positive. This matter is closely related to the existence of integral representations of Sonine type between the Dunkl kernels and Bessel functions associated with the relevant multiplicities. In our examples, such Sonine formulas do not exist. As a consequence, we obtain necessary conditions on Sonine-type integral formulas for Heckman-Opdam hypergeometric functions of type $BC_n$ as well as conditions on the existence of positive branching coefficients between systems of multivariable Jacobi polynomials.

math.CA↗

arXiv2019

Functional central limit theorems for multivariate Bessel processes in the freezing regime

Multivariate Bessel processes $(X_{t,k})_{t\ge0}$ describe interacting particle systems of Calogero-Moser-Sutherland type and are related with $β$-Hermite and $β$-Laguerre ensembles. They depend on a root system and a multiplicity $k$ which corresponds to the parameter $β$ in random matrix theory. In the recent years, several limit theorems were derived for $k\to\infty$ with fixed $t>0$ and fixed starting point. Only recently, Andraus and Voit used the stochastic differential equations of $(X_{t,k})_{t\ge0}$ to derive limit theorems for $k\to\infty$ with starting points of the form $\sqrt k\cdot x$ with $x$ in the interior of the corresponding Weyl chambers. Here we provide associated functional central limit theorems which are locally uniform in $t$. The Gaussian limiting processes admit explicit representations in terms of matrix exponentials and the solutions of the associated deterministic dynamical systems.

math.PR↗

arXiv2019

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

Multivariate Bessel processes describe Calogero-Moser-Sutherland particle models and are related with $β$-Hermite and $β$-Laguerre ensembles. They depend on a root system and a multiplicity $k$. Recently, several limit theorems for $k\to\infty$ were derived where the limits depend on the solutions of associated ODEs in these freezing regimes. In this paper we study the solutions of these ODEs which are are singular on the boundaries of their domains. In particular we prove that for a start in arbitrary boundary points, the ODEs always admit unique solutions in their domains for $t>0$.

math.CA↗

arXiv2019

Some martingales associated with multivariate Bessel processes

We study Bessel processes on Weyl chambers of types A and B on $\mathbb R^N$. Using elementary symmetric functions, we present several space-time-harmonic functions and thus martingales for these processes $(X_t)_{t\ge0}$ which are independent from one parameter of these processes. As a consequence, $p(y):=\mathbb E(\prod_{i=1}^N (y-X_t^i))$ can be expressed via classical orthogonal polynomials. Such formulas on characteristic polynomials admit interpretations in random matrix theory where they are partially known by Diaconis, Forrester, and Gamburd.

math.PR↗

arXiv2019

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

We study $β$-Jacobi diffusion processes on alcoves in $\mathbb R^N$, depending on 3 parameters. Using elementary symmetric functions, we present space-time-harmonic functions and martingales for these processes $(X_t)_{t\ge0}$ which are independent from one parameter. This leads to a formula for $\mathbb E(\prod_{i=1}^N (y-X_{t,i}))$ in terms of classical Jacobi polynomials. For $t\to\infty$ this yields a corresponding formula for Jacobi ensembles and thus Aomoto's Selberg integral.

math.PR↗

arXiv2019

Some central limit theorems for random walks associated with hypergeometric functions of type BC

The spherical functions of the noncompact Grassmann manifolds over the real or complex numbers or the quaternions with rank q and dimension parameter p can be seen as Heckman-Opdam hypergeometric functions of type BC, when the double coset space is identified with some Weyl chamber of type B. The associated double coset hypergroups may be embedded into a continuous family of commutative hypergroups with these hypergeometric functions as multiplicative functions with p in some continuous parameter range by a result of Rösler. Several limit theorems for random walks associated with these hypergroups were recently derived by the second author. We here present further limit theorems in particular for the case where the time parameter as well as p tend to infinity. For integers p, these results admit interpretations for group-invariant random walks on the Grassmann manifolds.

math.PR↗

arXiv2019

Central limit theorems for multivariate Bessel processes in the freezing regime II: the covariance matrices

Bessel processes $(X_{t,k})_{t\ge0}$ in $N$ dimensions are classified via associated root systems and multiplicity constants $k\ge0$. They describe interacting Calogero-Moser-Suther\-land particle systems with $N$ particles and are related to $β$-Hermite and $β$-Laguerre ensembles. Recently, several central limit theorems were derived for fixed $t>0$, fixed starting points, and $k\to\infty$. In this paper we extend the CLT in the A-case from start in 0 to arbitrary starting distributions by using a limit result for the corresponding Bessel functions. We also determine the eigenvalues and eigenvectors of the covariance matrices of the Gaussian limits and study applications to CLTs for the intermediate particles for $k\to\infty$ and then $N\to\infty$.

math.PR↗

arXiv2018

Limit theorems for multivariate Bessel processes in the freezing regime

Multivariate Bessel processes describe the stochastic dynamics of interacting particle systems of Calogero-Moser-Sutherland type and are related with $β$-Hermite and Laguerre ensembles. It was shown by Andraus, Katori, and Miyashita that for fixed starting points, these processes admit interesting limit laws when the multiplicities $k$ tend to $\infty$, where in some cases the limits are described by the zeros of classical Hermite and Laguerre polynomials. In this paper we use SDEs to derive corresponding limit laws for starting points of the form $\sqrt k\cdot x$ for $k\to\infty$ with $x$ in the interior of the corresponding Weyl chambers. Our limit results are a.s. locally uniform in time. Moreover, in some cases we present associated central limit theorems.

math.PR↗

arXiv2018

Beta distributions and Sonine integrals for Bessel functions on symmetric cones

There exist several multivariate extensions of the classical Sonine integral representation for Bessel functions of some index $μ+ ν$ with respect to such functions of lower index $μ.$ For Bessel functions on matrix cones, Sonine formulas involve beta densities $β_{μ,ν}$ on the cone and trace already back to Herz. The Sonine representations known so far on symmetric cones are restricted to continuous ranges $\Reμ, \Re ν> μ_0$, where the involved Beta densities are probability measures and the limiting index $μ_0\geq 0$ depends on the rank of the cone. It is zero only in the one-dimensional case, but larger than zero in all multivariate cases. In this paper, we study the extension of Sonine formulas for Bessel functions on symmetric cones to values of $ν$ below the critical limit $μ_0$. This is achieved by an analytic extension of the involved Beta measures as tempered distributions. Following recent ideas by A. Sokal for Riesz distributions on symmetric cones, we analyze for which indices the obtained Beta distributions are still measures. At the same time, we characterize the indices for which a Sonine formula between the related Bessel functions exists. As for Riesz distributions, there occur gaps in the admissible range of indices which are determined by the so-called Wallach set.

math.CA↗

arXiv2018

Central limit theorems for multivariate Bessel processes in the freezing regime

Multivariate Bessel processes are classified via associated root systems and positive multiplicity constants. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and Miyashita derived some weak laws of large numbers for these processes for fixed positive times and multiplicities tending to infinity. In this paper we derive associated central limit theorems for the root systems of types A, B and D in an elementary way. In most cases, the limits will be normal distributions, but in the B-case there are freezing limits where distributions associated with the root system A or one-sided normal distributions on half-spaces appear. Our results are connected to central limit theorems of Dumitriu and Edelman for beta-Hermite and beta-Laguerre ensembles.

math.PR↗

arXiv2017

Generalized Commutative Association Schemes, Hypergroups, and Positive Product Formulas

It is well known that finite commutative association schemes in the sense of the monograph of Bannai and Ito lead to finite commutative hypergroups with positive dual convolutions and even dual hypergroup structures. In this paper we present several discrete generalizations of association schemes which also lead to associated hypergroups. We show that discrete commutative hypergroups associated with such generalized association schemes admit dual positive convolutions at least on the support of the Plancherel measure. We hope that examples for this theory will lead to the existence of new dual positive product formulas in near future.

math.GR↗

arXiv2017

Continuous Association Schemes and Hypergroups

Classical finite association schemes lead to a finite-dimensional algebras which are generated by finitely many stochastic matrices. Moreover, there exist associated finite hypergroups. The notion of classical discrete association schemes can be easily extended to the possibly infinite case. Moreover, the notion of association schemes can be relaxed slightly by using suitably deformed families of stochastic matrices by skipping the integrality conditions. This leads to larger class of examples which are again associated to discrete hypergroups. In this paper we propose a topological generalization of the notion of association schemes by using a locally compact basis space $X$ and a family of Markov-kernels on $X$ indexed by a further locally compact space $D$ where the supports of the associated probability measures satisfy some partition property. These objects, called continuous association schemes, will be related to hypergroup structures on $D$. We study some basic results for this new notion and present several classes of examples. It turns out that for a given commutative hypergroup the existence of an associated continuous association scheme implies that the hypergroup has many features of a double coset hypergroup. We in particular show that commutative hypergroups, which are associated with commutative continuous association schemes, carry dual positive product formulas for the characters. On the other hand, we prove some rigidity results in particular in the compact case which say that for given spaces $X,D$ there are only a few continuous association schemes.

math.GR↗

arXiv2016

Dispersion and limit theorems for random walks associated with hypergeometric functions of type BC

The spherical functions of the noncompact Grassmann manifolds $G_{p,q}(\mathbb F)=G/K$ over the (skew-)fields $\mathbb F=\mathbb R, \mathbb C, \mathbb H$ with rank $q\ge1$ and dimension parameter $p>q$ can be described as Heckman-Opdam hypergeometric functions of type BC, where the double coset space $G//K$ is identified with the Weyl chamber $ C_q^B\subset \mathbb R^q$ of type B. The corresponding product formulas and Harish-Chandra integral representations were recently written down by M. Rösler and the author in an explicit way such that both formulas can be extended analytically to all real parameters $p\in[2q-1,\infty[$, and that associated commutative convolution structures $*_p$ on $C_q^B$ exist. In this paper we introduce moment functions and the dispersion of probability measures on $C_q^B$ depending on $*_p$ and study these functions with the aid of this generalized integral representation. Moreover, we derive strong laws of large numbers and central limit theorems for associated time-homogeneous random walks on $(C_q^B, *_p)$ where the moment functions and the dispersion appear in order to determine drift vectors and covariance matrices of these limit laws explicitely. For integers $p$, all results have interpretations for $G$-invariant random walks on the Grassmannians $G/K$. Besides the BC-cases we also study the spaces $GL(q,\mathbb F)/U(q,\mathbb F)$, which are related to Weyl chambers of type A, and for which corresponding results hold. For the rank-one-case $q=1$, the results of this paper are well-known in the context of Jacobi-type hypergroups on $[0,\infty[$.

math.CA↗

arXiv2015

A multivariate version of the disk convolution

We present an explicit product formula for the spherical functions of the compact Gelfand pairs $(G,K_1)= (SU(p+q), SU(p)\times SU(q))$ with $p\ge 2q$, which can be considered as the elementary spherical functions of one-dimensional $K$-type for the Hermitian symmetric spaces $G/K$ with $K= S(U(p)\times U(q))$. Due to results of Heckman, they can be expressed in terms of Heckman-Opdam Jacobi polynomials of type $BC_q$ with specific half-integer multiplicities. By analytic continuation with respect to the multiplicity parameters we obtain positive product formulas for the extensions of these spherical functions as well as associated compact and commutative hypergroup structures parametrized by real $p\in]2q-1,\infty[$. We also obtain explicit product formulas for the involved continuous two-parameter family of Heckman-Opdam Jacobi polynomials with regular, but not necessarily positive multiplicities. The results of this paper extend well known results for the disk convolutions for $q=1$ to higher rank.

math.CA↗

arXiv2015

A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian

We consider compact Grassmann manifolds $G/K$ over the real, complex or quaternionic numbers whose spherical functions are Heckman-Opdam polynomials of type $BC$. From an explicit integral representation of these polynomials we deduce a sharp Mehler-Heine formula, that is an approximation of the Heckman-Opdam polynomials in terms of Bessel functions, with a precise estimate on the error term. This result is used to derive a central limit theorem for random walks on the semi-lattice parametrizing the dual of $G/K$, which are constructed by successive decompositions of tensor powers of spherical representations of $G$. The limit is the distribution of a Laguerre ensemble in random matrix theory. Most results of this paper are established for a larger continuous set of multiplicity parameters beyond the group cases.

math.CA↗

arXiv2014

Integral representation and sharp asymptotic results for some Heckman-Opdam hypergeometric functions of type BC

The Heckman-Opdam hypergeometric functions of type BC extend classical Jacobi functions in one variable and include the spherical functions of non-compact Grassmann manifolds over the real, complex or quaternionic numbers. There are various limit transitions known for such hypergeometric functions. In the present paper, we use an explicit form of the Harish-Chandra integral representation as well as an interpolated variant, in order to obtain limit results for three continuous classes of hypergeometric functions of type BC which are distinguished by explicit, sharp and uniform error bounds. The first limit realizes the approximation of the spherical functions of infinite dimensional Grassmannians of fixed rank; here hypergeometric functions of type A appear as limits. The second limit is a contraction limit towards Bessel functions of Dunkl type.

math.RT↗