Non-intersecting squared Bessel paths: critical time and double scaling limit
We consider the double scaling limit for a model of n non-intersecting squared Bessel processes in the confluent case: all paths start at time t = 0 at the same positive value x = a, remain positive, and are conditioned to end at time t = 1 at x = 0. After appropriate rescaling, the paths fill a reg...
| Main Authors: | , , |
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| Format: | info:eu-repo/semantics/article |
| Language: | English |
| Published: |
2012
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10835/1590 |