Non-intersecting squared Bessel paths with one positive starting and ending point
- Autores
- Delvaux, Steven; Kuijlaars, Arno B. J.; Román, Pablo Manuel; Zhang, Lun
- Año de publicación
- 2012
- Idioma
- inglés
- Tipo de recurso
- artículo
- Estado
- versión publicada
- Descripción
- We consider a model of n non-intersecting squared Bessel processes with one starting point a > 0 at time t = 0 and one ending point b > 0 at time t = T. After proper scaling, the paths fill out a region in the tx-plane. The region may come to the hard edge at 0 or may not, depending on the value of the product ab. We formulate a vector equilibrium problem for this model, which is defined for three measures, with upper constraints on the first and third measures and an external field on the second measure. It is shown that the limiting mean distribution of the paths at time t is given by the second component of the vector that minimizes this vector equilibrium problem. The proof is based on a steepest descent analysis for a 4 × 4 matrix-valued Riemann-Hilbert problem which characterizes the correlation kernel of the paths at time t. We also discuss the precise locations of the phase transitions.
Fil: Delvaux, Steven. Katholikie Universiteit Leuven; Bélgica
Fil: Kuijlaars, Arno B. J.. Katholikie Universiteit Leuven; Bélgica
Fil: Román, Pablo Manuel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Katholikie Universiteit Leuven; Bélgica
Fil: Zhang, Lun. Katholikie Universiteit Leuven; Bélgica - Materia
-
Non-intersecting Bessel squared paths
Multiple orthogonal polynomials
Phase transitions - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
- Repositorio
- Institución
- Consejo Nacional de Investigaciones Científicas y Técnicas
- OAI Identificador
- oai:ri.conicet.gov.ar:11336/268693
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Non-intersecting squared Bessel paths with one positive starting and ending pointDelvaux, StevenKuijlaars, Arno B. J.Román, Pablo ManuelZhang, LunNon-intersecting Bessel squared pathsMultiple orthogonal polynomialsPhase transitionshttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1We consider a model of n non-intersecting squared Bessel processes with one starting point a > 0 at time t = 0 and one ending point b > 0 at time t = T. After proper scaling, the paths fill out a region in the tx-plane. The region may come to the hard edge at 0 or may not, depending on the value of the product ab. We formulate a vector equilibrium problem for this model, which is defined for three measures, with upper constraints on the first and third measures and an external field on the second measure. It is shown that the limiting mean distribution of the paths at time t is given by the second component of the vector that minimizes this vector equilibrium problem. The proof is based on a steepest descent analysis for a 4 × 4 matrix-valued Riemann-Hilbert problem which characterizes the correlation kernel of the paths at time t. We also discuss the precise locations of the phase transitions.Fil: Delvaux, Steven. Katholikie Universiteit Leuven; BélgicaFil: Kuijlaars, Arno B. J.. Katholikie Universiteit Leuven; BélgicaFil: Román, Pablo Manuel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Katholikie Universiteit Leuven; BélgicaFil: Zhang, Lun. Katholikie Universiteit Leuven; BélgicaSpringer2012-08info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/268693Delvaux, Steven; Kuijlaars, Arno B. J.; Román, Pablo Manuel; Zhang, Lun; Non-intersecting squared Bessel paths with one positive starting and ending point; Springer; Journal d'Analyse Mathématique; 118; 1; 8-2012; 105-1590021-7670CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/https://link.springer.com/article/10.1007/s11854-012-0031-5info:eu-repo/semantics/altIdentifier/doi/10.1007/s11854-012-0031-5info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T10:44:33Zoai:ri.conicet.gov.ar:11336/268693instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-29 10:44:34.263CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse |
dc.title.none.fl_str_mv |
Non-intersecting squared Bessel paths with one positive starting and ending point |
title |
Non-intersecting squared Bessel paths with one positive starting and ending point |
spellingShingle |
Non-intersecting squared Bessel paths with one positive starting and ending point Delvaux, Steven Non-intersecting Bessel squared paths Multiple orthogonal polynomials Phase transitions |
title_short |
Non-intersecting squared Bessel paths with one positive starting and ending point |
title_full |
Non-intersecting squared Bessel paths with one positive starting and ending point |
title_fullStr |
Non-intersecting squared Bessel paths with one positive starting and ending point |
title_full_unstemmed |
Non-intersecting squared Bessel paths with one positive starting and ending point |
title_sort |
Non-intersecting squared Bessel paths with one positive starting and ending point |
dc.creator.none.fl_str_mv |
Delvaux, Steven Kuijlaars, Arno B. J. Román, Pablo Manuel Zhang, Lun |
author |
Delvaux, Steven |
author_facet |
Delvaux, Steven Kuijlaars, Arno B. J. Román, Pablo Manuel Zhang, Lun |
author_role |
author |
author2 |
Kuijlaars, Arno B. J. Román, Pablo Manuel Zhang, Lun |
author2_role |
author author author |
dc.subject.none.fl_str_mv |
Non-intersecting Bessel squared paths Multiple orthogonal polynomials Phase transitions |
topic |
Non-intersecting Bessel squared paths Multiple orthogonal polynomials Phase transitions |
purl_subject.fl_str_mv |
https://purl.org/becyt/ford/1.1 https://purl.org/becyt/ford/1 |
dc.description.none.fl_txt_mv |
We consider a model of n non-intersecting squared Bessel processes with one starting point a > 0 at time t = 0 and one ending point b > 0 at time t = T. After proper scaling, the paths fill out a region in the tx-plane. The region may come to the hard edge at 0 or may not, depending on the value of the product ab. We formulate a vector equilibrium problem for this model, which is defined for three measures, with upper constraints on the first and third measures and an external field on the second measure. It is shown that the limiting mean distribution of the paths at time t is given by the second component of the vector that minimizes this vector equilibrium problem. The proof is based on a steepest descent analysis for a 4 × 4 matrix-valued Riemann-Hilbert problem which characterizes the correlation kernel of the paths at time t. We also discuss the precise locations of the phase transitions. Fil: Delvaux, Steven. Katholikie Universiteit Leuven; Bélgica Fil: Kuijlaars, Arno B. J.. Katholikie Universiteit Leuven; Bélgica Fil: Román, Pablo Manuel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Katholikie Universiteit Leuven; Bélgica Fil: Zhang, Lun. Katholikie Universiteit Leuven; Bélgica |
description |
We consider a model of n non-intersecting squared Bessel processes with one starting point a > 0 at time t = 0 and one ending point b > 0 at time t = T. After proper scaling, the paths fill out a region in the tx-plane. The region may come to the hard edge at 0 or may not, depending on the value of the product ab. We formulate a vector equilibrium problem for this model, which is defined for three measures, with upper constraints on the first and third measures and an external field on the second measure. It is shown that the limiting mean distribution of the paths at time t is given by the second component of the vector that minimizes this vector equilibrium problem. The proof is based on a steepest descent analysis for a 4 × 4 matrix-valued Riemann-Hilbert problem which characterizes the correlation kernel of the paths at time t. We also discuss the precise locations of the phase transitions. |
publishDate |
2012 |
dc.date.none.fl_str_mv |
2012-08 |
dc.type.none.fl_str_mv |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion http://purl.org/coar/resource_type/c_6501 info:ar-repo/semantics/articulo |
format |
article |
status_str |
publishedVersion |
dc.identifier.none.fl_str_mv |
http://hdl.handle.net/11336/268693 Delvaux, Steven; Kuijlaars, Arno B. J.; Román, Pablo Manuel; Zhang, Lun; Non-intersecting squared Bessel paths with one positive starting and ending point; Springer; Journal d'Analyse Mathématique; 118; 1; 8-2012; 105-159 0021-7670 CONICET Digital CONICET |
url |
http://hdl.handle.net/11336/268693 |
identifier_str_mv |
Delvaux, Steven; Kuijlaars, Arno B. J.; Román, Pablo Manuel; Zhang, Lun; Non-intersecting squared Bessel paths with one positive starting and ending point; Springer; Journal d'Analyse Mathématique; 118; 1; 8-2012; 105-159 0021-7670 CONICET Digital CONICET |
dc.language.none.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
info:eu-repo/semantics/altIdentifier/url/https://link.springer.com/article/10.1007/s11854-012-0031-5 info:eu-repo/semantics/altIdentifier/doi/10.1007/s11854-012-0031-5 |
dc.rights.none.fl_str_mv |
info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ |
eu_rights_str_mv |
openAccess |
rights_invalid_str_mv |
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ |
dc.format.none.fl_str_mv |
application/pdf application/pdf application/pdf |
dc.publisher.none.fl_str_mv |
Springer |
publisher.none.fl_str_mv |
Springer |
dc.source.none.fl_str_mv |
reponame:CONICET Digital (CONICET) instname:Consejo Nacional de Investigaciones Científicas y Técnicas |
reponame_str |
CONICET Digital (CONICET) |
collection |
CONICET Digital (CONICET) |
instname_str |
Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.name.fl_str_mv |
CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.mail.fl_str_mv |
dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar |
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1844614483904823296 |
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13.070432 |