Non-intersecting squared Bessel paths: critical time and double scaling limit

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...

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Detalles Bibliográficos
Main Authors: Kuijlaars, A. B. J., Martínez-Finkelshtein, Andrei, Wielonsky, F.
Formato: info:eu-repo/semantics/article
Idioma:English
Publicado: 2012
Subjects:
Double scaling
Model of n
Squared Bessel processes
Doble escala
Modelo de n
Procesos cuadrados de Bessel
Acceso en liña:http://hdl.handle.net/10835/1590

Internet

http://hdl.handle.net/10835/1590

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