Non-intersecting squared Bessel paths at a hard-edge tacnode
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 non-intersecting squared Bessel paths, with all paths starting at the same point at time and ending at the same point at time . Our interest lies in the critical regime , for which the paths are tangent to the hard edge at the origin at a critical time . The critical behavior of the paths for is studied in a scaling limit with time and temperature . This leads to a critical correlation kernel that is defined via a new Riemann-Hilbert problem of size . The Riemann-Hilbert problem gives rise to a new Lax pair representation for the Hastings-McLeod solution to the inhomogeneous Painlev\'e II equation where with the parameter of the squared Bessel process. These results extend our recent work with Kuijlaars and Zhang \cite{DKZ} for the homogeneous case .
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