English

Non-intersecting squared Bessel paths with one positive starting and ending point

Mathematical Physics 2011-05-16 v2 Classical Analysis and ODEs math.MP Probability

Abstract

We consider a model of nn non-intersecting squared Bessel processes with one starting point a>0a>0 at time t=0 and one ending point b>0b>0 at time t=Tt=T. After proper scaling, the paths fill out a region in the txtx-plane. Depending on the value of the product abab the region may come to the hard edge at 0, or not. We formulate a vector equilibrium problem for this model, which is defined for three measures, with upper constraints on the first and third measures and an external field on the second measure. It is shown that the limiting mean distribution of the paths at time tt is given by the second component of the vector that minimizes this vector equilibrium problem. The proof is based on a steepest descent analysis for a 4×44 \times 4 matrix valued Riemann-Hilbert problem which characterizes the correlation kernel of the paths at time tt. We also discuss the precise locations of the phase transitions.

Cite

@article{arxiv.1105.2481,
  title  = {Non-intersecting squared Bessel paths with one positive starting and ending point},
  author = {Steven Delvaux and Arno B. J. Kuijlaars and Pablo Román and Lun Zhang},
  journal= {arXiv preprint arXiv:1105.2481},
  year   = {2011}
}

Comments

51 pages, 9 figures

R2 v1 2026-06-21T18:06:22.667Z