Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights
We study 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 $t = T$ at $x = 0$. In the limit $n \to \infty$, after appropriate rescaling, the paths fil...
| Prif Awduron: | , , |
|---|---|
| Fformat: | info:eu-repo/semantics/article |
| Iaith: | English |
| Cyhoeddwyd: |
2012
|
| Pynciau: | |
| Mynediad Ar-lein: | http://hdl.handle.net/10835/1629 |