Two Bessel bridges conditioned never to collide, double Dirichlet series, and Jacobi theta function

DOI10.1007/s10955-008-9524-0zbMath1171.82010arXiv0711.1710OpenAlexW2166657446MaRDI QIDQ937101

Minami Izumi, Naoki Kobayashi, Makoto Katori

Publication date: 20 August 2008

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

Full work available at URL: https://arxiv.org/abs/0711.1710

zbMATH Keywords

Riemann zeta functionBessel processDyck pathJacobi theta functionnoncolliding diffusion processdouble Dirichlet seriesBessel bridgevicious walk

Mathematics Subject Classification ID

Brownian motion (60J65) (zeta (s)) and (L(s, chi)) (11M06) Diffusion processes (60J60) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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Cites Work

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• Watermelon uniform random generation with applications
• Infinite systems of noncolliding generalized meanders and Riemann-Liouville differintegrals
• Nonintersecting Brownian excursions
• Noncolliding Brownian motion and determinantal processes
• Vicious walkers, friendly walkers and Young tableaux: II. With a wall
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions
• The height of watermelons with wall
• Functional central limit theorems for vicious walkers
• Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems

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