English

Recurrence relations and vector equilibrium problems arising from a model of non-intersecting squared Bessel paths

Classical Analysis and ODEs 2009-11-20 v1 Mathematical Physics math.MP

Abstract

In this paper we consider the model of nn non-intersecting squared Bessel processes with parameter α\alpha, in the confluent case where all particles start, at time t=0t=0, at the same positive value x=ax=a, remain positive, and end, at time T=tT=t, at the position x=0x=0. The positions of the paths have a limiting mean density as nn\to\infty which is characterized by a vector equilibrium problem. We show how to obtain this equilibrium problem from different considerations involving the recurrence relations for multiple orthogonal polynomials associated with the modified Bessel functions. We also extend the situation by rescaling the parameter α\alpha, letting it increase proportionally to nn as nn increases. In this case we also analyze the recurrence relation and obtain a vector equilibrium problem for it.

Keywords

Cite

@article{arxiv.0911.3831,
  title  = {Recurrence relations and vector equilibrium problems arising from a model of non-intersecting squared Bessel paths},
  author = {A. B. J. Kuijlaars and P. Román},
  journal= {arXiv preprint arXiv:0911.3831},
  year   = {2009}
}

Comments

28 pages, 10 figures

R2 v1 2026-06-21T14:13:46.327Z