English

Non-intersecting squared Bessel paths at a hard-edge tacnode

Probability 2015-06-04 v2 Mathematical Physics Classical Analysis and ODEs math.MP

Abstract

The squared Bessel process is a 1-dimensional diffusion process related to the squared norm of a higher dimensional Brownian motion. We study a model of nn non-intersecting squared Bessel paths, with all paths starting at the same point a>0a>0 at time t=0t=0 and ending at the same point b>0b>0 at time t=1t=1. Our interest lies in the critical regime ab=1/4ab=1/4, for which the paths are tangent to the hard edge at the origin at a critical time t(0,1)t^*\in (0,1). The critical behavior of the paths for nn\to\infty is studied in a scaling limit with time t=t+O(n1/3)t=t^*+O(n^{-1/3}) and temperature T=1+O(n2/3)T=1+O(n^{-2/3}). This leads to a critical correlation kernel that is defined via a new Riemann-Hilbert problem of size 4×44\times 4. The Riemann-Hilbert problem gives rise to a new Lax pair representation for the Hastings-McLeod solution to the inhomogeneous Painlev\'e II equation q"(x)=xq(x)+2q3(x)ν,q"(x) = xq(x)+2q^3(x)-\nu, where ν=α+1/2\nu=\alpha+1/2 with α>1\alpha>-1 the parameter of the squared Bessel process. These results extend our recent work with Kuijlaars and Zhang \cite{DKZ} for the homogeneous case ν=0\nu = 0.

Keywords

Cite

@article{arxiv.1204.4430,
  title  = {Non-intersecting squared Bessel paths at a hard-edge tacnode},
  author = {Steven Delvaux},
  journal= {arXiv preprint arXiv:1204.4430},
  year   = {2015}
}

Comments

54 pages, 13 figures. Corrected error in Theorem 2.4

R2 v1 2026-06-21T20:52:14.485Z