Asymptotic behaviour of the Bessel heat kernels (Q2332887)

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    Asymptotic behaviour of the Bessel heat kernels
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      Asymptotic behaviour of the Bessel heat kernels (English)
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      5 November 2019
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      This paper studies the Dirichlet heat kernel of the Bessel differential operator in the right half-line. The author derives an asymptotic expansion of the Dirichlet heat kernel when \(xy/t \rightarrow \infty\). An even more precise estimate of the prefactor in the asymptotic expansion is obtained when both \(x\) and \(y\) are away from the left boundary \(x=a\).
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      Bessel differential operator
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      heat kernel
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      asymptotic expansion
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      half-line
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      Bessel process
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      transition probability density
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