The distribution function for the maximal height of N non-intersecting Bessel paths

被引:0
|
作者
Dan Dai
Luming Yao
机构
[1] City University of Hong Kong,Department of Mathematics
[2] Fudan University,School of Mathematical Sciences
来源
The Ramanujan Journal | 2023年 / 61卷
关键词
Non-intersecting Bessel paths; Maximum distribution; Orthogonal polynomials; Multiple orthogonal polynomials; Hankel determinant; Primary 33C47; 60J65;
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摘要
In this paper, we consider N non-intersecting Bessel paths starting at x=a≥0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x=a\ge 0$$\end{document}, and conditioned to end at the origin x=0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x=0$$\end{document}. We derive the explicit formula of the distribution function for the maximum height. Depending on the starting point a>0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$a>0$$\end{document} or a=0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$a=0$$\end{document}, the distribution functions are also given in terms of the Hankel determinants associated with the multiple discrete orthogonal polynomials or discrete orthogonal polynomials, respectively.
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页码:111 / 134
页数:23
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