Non-intersecting squared Bessel paths at a hard-edge tacnode (Q387639)

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Language	Label	Description	Also known as
English	Non-intersecting squared Bessel paths at a hard-edge tacnode	scientific article

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scholarly article

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Non-intersecting squared Bessel paths at a hard-edge tacnode (English)

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zbMATH Open document ID

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10.1007/s00220-013-1815-x

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Communications in Mathematical Physics

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publication date

23 December 2013

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full work available at URL

https://arxiv.org/abs/1204.4430

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

squared Bessel process

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Riemann-Hilbert problem

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MaRDI profile type

MaRDI publication profile

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Nonintersecting random walks in the neighborhood of a symmetric tacnode

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Double Aztec diamonds and the tacnode process

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Limits of determinantal processes near a tacnode

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Multi-critical unitary random matrix ensembles and the general Painlevé II equation

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Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions

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Asymptotics of non-intersecting Brownian motions and a \(4\times 4\) Riemann-Hilbert problem

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Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory

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Universality and critical behaviour in the chiral two-matrix model

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A Phase Transition for Nonintersecting Brownian Motions, and the Painleve II Equation

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Non-intersecting squared Bessel paths with one positive starting and ending point

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Critical behavior of nonintersecting Brownian motions at a tacnode

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A critical phenomenon in the two-matrix model in the quartic/quadratic case

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Non-colliding Brownian bridges and the asymmetric tacnode process

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Monodromy- and spectrum-preserving deformations. I

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On the solvability of Painlevé II and IV

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A survey and some generalizations of Bessel processes

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LARGE DEVIATIONS FOR A NON-CENTERED WISHART MATRIX

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A boundary value problem associated with the second Painleve transcendent and the Korteweg-de Vries equation

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Critical Edge Behavior in Unitary Random Matrix Ensembles and the Thirty-Fourth Painlevé Transcendent

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Non-colliding Brownian motions and the extended tacnode process

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On the linearization of the first and second Painlevé equations

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

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Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems

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Noncolliding squared Bessel processes

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Eigenvalues of the Laguerre process as non-colliding squared Bessel processes

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Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights

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Non-intersecting squared Bessel paths: Critical time and double scaling limit

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A BENCHMARK APPROACH TO FINANCE

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The Riemann–Hilbert Problem and Inverse Scattering

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L2-Sobolev space bijectivity of the scattering and inverse scattering transforms

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Mathematics(1 entry)

mardi Publication:387639

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