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...
| Hauptverfasser: | , , |
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| Format: | info:eu-repo/semantics/article |
| Sprache: | English |
| Veröffentlicht: |
2012
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| Online Zugang: | http://hdl.handle.net/10835/1629 |