Noncolliding squared Bessel processes

DOI10.1007/s10955-011-0117-yzbMath1211.82036arXiv1008.0144OpenAlexW3099366678MaRDI QIDQ628677

Hideki Tanemura, Makoto Katori

Publication date: 14 March 2011

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.0144

zbMATH Keywords

entire functionsFredholm determinantsinfinite particle systemssquared Bessel processnoncolliding diffusion processWeierstrass canonical products

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Dynamic continuum models (systems of particles, etc.) in time-dependent statistical mechanics (82C21)

Related Items (30)

Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition ⋮ The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths ⋮ Two-step asymptotics of scaled Dunkl processes ⋮ Non-intersecting squared Bessel paths with one positive starting and ending point ⋮ Non-intersecting squared Bessel paths at a hard-edge tacnode ⋮ Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes ⋮ Noncolliding system of continuous-time random walks ⋮ Strong solutions to a beta-Wishart particle system ⋮ Determinantal martingales and noncolliding diffusion processes ⋮ The Bessel line ensemble ⋮ Elliptic determinantal processes and elliptic Dyson models ⋮ Strong Markov property of determinantal processes with extended kernels ⋮ Exact solution of interacting particle systems related to random matrices ⋮ Asymptotics of the Hard Edge Pearcey Determinant ⋮ Survival probability of mutually killing Brownian motions and the O'Connell process ⋮ Brownian Gibbs property for Airy line ensembles ⋮ Non-intersecting squared Bessel paths: Critical time and double scaling limit ⋮ Determinantal process starting from an orthogonal symmetry is a Pfaffian process ⋮ Multidimensional Yamada-Watanabe theorem and its applications to particle systems ⋮ Stochastic acceleration in generalized squared Bessel processes ⋮ Elliptic determinantal process of type A ⋮ Three-parametric Marcenko-Pastur density ⋮ Reciprocal time relation of noncolliding Brownian motion with drift ⋮ Multiplicative functionals on ensembles of non-intersecting paths ⋮ Squared Bessel process with delay ⋮ Recent advances on eigenvalues of matrix-valued stochastic processes ⋮ Stochastic geometry and dynamics of infinitely many particle systems—random matrices and interacting Brownian motions in infinite dimensions ⋮ Dunkl jump processes: relaxation and a phase transition ⋮ Determinantal martingales and correlations of noncolliding random walks ⋮ Riemann-Hilbert approach to gap probabilities for the Bessel process

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