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Related papers: Non-intersecting squared Bessel paths at a hard-ed…

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We consider the exact path sampling of the squared Bessel process and some other continuous-time Markov processes, such as the CIR model, constant elasticity of variance diffusion model, and hypergeometric diffusions, which can all be…

Computational Finance · Quantitative Finance 2009-10-28 Roman N. Makarov , Devin Glew

The Ray--Knight theorems show that the local time processes of various path fragments derived from a one-dimensional Brownian motion $B$ are squared Bessel processes of dimensions $0$, $2$, and $4$. It is also known that for various…

Probability · Mathematics 2018-04-23 Jim Pitman , Matthias Winkel

We consider a particle moving in one dimension, its velocity being a reversible diffusion process, with constant diffusion coefficient, of which the invariant measure behaves like $(1+|v|)^{-\beta}$ for some $\beta>0$. We prove that, under…

Probability · Mathematics 2018-05-25 Nicolas Fournier , Camille Tardif

We consider non-colliding Brownian motions with two starting points and two endpoints. The points are chosen so that the two groups of Brownian motions just touch each other, a situation that is referred to as a tacnode. The extended kernel…

Probability · Mathematics 2015-05-28 Kurt Johansson

We consider the interacting Bessel processes, a family of multiple-particle systems in one dimension where particles evolve as individual Bessel processes and repel each other via a log-potential. We consider two limiting regimes for this…

Mathematical Physics · Physics 2015-06-17 Sergio Andraus , Makoto Katori , Seiji Miyashita

Noncolliding Brownian motion (Dyson's Brownian motion model with parameter $\beta=2$) and noncolliding Bessel processes are determinantal processes; that is, their space-time correlation functions are represented by determinants. Under a…

Probability · Mathematics 2015-02-13 Hirofumi Osada , Hideki Tanemura

We consider a continuum percolation model on $\R^d$, $d\geq 1$.For $t,\lambda\in (0,\infty)$ and $d\in\{1,2,3\}$, the occupied set is given by the union of independent Brownian paths running up to time $t$ whoseinitial points form a Poisson…

Probability · Mathematics 2015-12-31 Dirk Erhard , Julián Martínez , Julien Poisat

The purpose of the paper is to find explicit formulas describing the joint distributions of the first hitting time and place for half-spaces of codimension one for a diffusion in $\R^{n+1}$, composed of one-dimensional Bessel process and…

Probability · Mathematics 2010-06-18 T. Byczkowski , J. Malecki , M. Ryznar

We consider the process of $n$ Brownian excursions conditioned to be nonintersecting. We show the distribution functions for the top curve and the bottom curve are equal to Fredholm determinants whose kernel we give explicitly. In the…

Probability · Mathematics 2009-09-29 Craig A. Tracy , Harold Widom

Ram\'irez and Rider (2009) established that the hard edge of the spectrum of the $\beta$-Laguerre ensemble converges, in the high-dimensional limit, to the bottom of the spectrum of the stochastic Bessel operator. Using stochastic analysis…

Probability · Mathematics 2026-03-31 Laure Dumaz , Hugo Magaldi

We consider non-colliding Brownian bridges starting from two points and returning to the same position. These positions are chosen such that, in the limit of large number of bridges, the two families of bridges just touch each other forming…

Probability · Mathematics 2012-10-29 Patrik L. Ferrari , Balint Veto

We consider the one-dimensional squared Bessel process given by the stochastic differential equation (SDE) \begin{align*} dX_t = 1\,dt + 2\sqrt{X_t}\,dW_t, \quad X_0=x_0, \quad t\in[0,1], \end{align*} and study strong (pathwise)…

Probability · Mathematics 2016-01-08 Mario Hefter , André Herzwurm

The convergence of properly time-scaled and normalized maxima of independent standard Brownian motions to the Brown-Resnick process is well-known in the literature. In this paper, we study the extremal functional behavior of non-Gaussian…

Probability · Mathematics 2013-11-15 Bikramjit Das , Sebastian Engelke , Enkelejd Hashorva

Consider $a$ particles performing simple, symmetric, non-intersecting random walks, starting at points $2(j-1)$, $1\le j\le a$ at time 0 and ending at $2(j-1)+c-b$ at time $b+c$. This can also be interpreted as a random rhombus tiling of an…

Probability · Mathematics 2007-05-23 Kurt Johansson

When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…

Probability · Mathematics 2011-12-07 Makoto Katori , Hideki Tanemura

We study nonintersecting Brownian motions with two prescribed starting and ending positions, in the neighborhood of a tacnode in the time-space plane. Several expressions have been obtained in the literature for the critical correlation…

Probability · Mathematics 2013-03-27 Steven Delvaux

We consider a particle moving in $d\geq 2$ dimensions, its velocity being a reversible diffusion process, with identity diffusion coefficient, of which the invariant measure behaves, roughly, like $(1+|v|)^{-\beta}$ as $|v|\to \infty$, for…

Probability · Mathematics 2018-12-18 Nicolas Fournier , Camille Tardif

We study the local statistics of orthogonal polynomial ensembles near a hard edge, subject to a multiplicative deformation of the measure. Probabilistically, this deformation corresponds to a position-dependent conditional thinning of the…

Mathematical Physics · Physics 2026-02-23 Leslie Molag , Guilherme L. F. Silva , Lun Zhang

We propose and investigate numerically a one-dimensional model which exhibits a non-Anderson disorder-driven transition. Such transitions have recently been attracting a great deal of attention in the context of Weyl semimetals,…

Mesoscale and Nanoscale Physics · Physics 2020-06-11 Björn Sbierski , Sergey Syzranov

In this paper, we construct the Bessel line ensemble, a countable collection of continuous random curves. This line ensemble is stationary under horizontal shifts with the Bessel point process as its one-time marginal. Its finite…

Probability · Mathematics 2022-09-28 Xuan Wu