Related papers: The distribution function for the maximal height o…
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…
We consider a one-dimensional discrete symmetric random walk with a reflecting boundary at the origin. Generating functions are found for the 2- dimensional probability distribution P{Sn = x,max1?j?n Sn = a} of being at position x after n…
The one-dimensional Brownian motion starting from the origin at time $t=0$, conditioned to return to the origin at time $t=1$ and to stay positive during time interval $0 < t < 1$, is called the Bessel bridge with duration 1. We consider…
We consider finite collections of $N$ non-intersecting Brownian paths on the line and on the half-line with both absorbing and reflecting boundary conditions (corresponding to Brownian excursions and reflected Brownian motions) and compute…
We study the distribution of the maximal height of the outermost path in the model of $N$ nonintersecting Brownian motions on the half-line as $N\to \infty$, showing that it converges in the proper scaling to the Tracy-Widom distribution…
The established technique of eliminating upper or lower parameters in a general hypergeometric series is profitably exploited to create pathways among confluent hypergeometric functions, binomial functions, Bessel functions, and exponential…
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 $n$ non-intersecting squared Bessel paths, with all paths starting at the same point…
There was recent interest in Motzkin paths without peaks (peak: up-step followed immediately by down-step); additional results about this interesting family is worked out. The new results are the enumeration of such paths that live in a…
We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…
Raised $k$-Dyck paths are a generalization of $k$-Dyck paths that may both begin and end at a nonzero height. In this paper, we develop closed formulas for the number of raised $k$-Dyck paths from $(0,\alpha)$ to $(\ell,\beta)$ for all…
Consider an inhomogeneous multi-species TASEP with drift to the left, and define a height function which equals the maximum species number to the left of a lattice site. For each fixed time, the multi-point distributions of these height…
In this paper we consider the model of $n$ non-intersecting squared Bessel processes with parameter $\alpha$, in the confluent case where all particles start, at time $t=0$, at the same positive value $x=a$, remain positive, and end, at…
We show that the distribution of the number of peaks at height $i$ modulo $k$ in $k$-Dyck paths of a given length is independent of $i\in[0,k-1]$ and is the reversal of the distribution of the total number of peaks. Moreover, these…
We consider paths of steepest descent, in the complex plane, for the norm of a non-constant one variable polynomial $f$. We show that such paths, starting from a zero of the logarithmic derivative of $f$ and ending in a root of $f$, draw a…
A limit theorem for the largest interpoint distance of $p$ independent and identically distributed points in $\mathbb{R}^n$ to the Gumbel distribution is proved, where the number of points $p=p_n$ tends to infinity as the dimension of the…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…
In this paper, we considier the limiting distribution of the maximum interpoint Euclidean distance $M_n=\max _{1 \leq i<j \leq n}\left\|\boldsymbol{X}_i-\boldsymbol{X}_j\right\|$, where $\boldsymbol{X}_1, \boldsymbol{X}_2, \ldots,…
Generalized Dyck paths (or discrete excursions) are one-dimensional paths that take their steps in a given finite set S, start and end at height 0, and remain at a non-negative height. Bousquet-M\'elou showed that the generating function…
We consider a one-dimensional diffusion which solves a stochastic differential equation with Borel-measurable coefficients in an open interval. We allow for the endpoints to be inaccessible or absorbing. Given a Borel-measurable function…
We consider the set of finite sequences of length n over a finite or countable alphabet C. We consider the function which associate each given sequence with the size of the maximum overlap with a (shifted) copy of itself. We compute the…