The Bessel line ensemble (Q6110545)

In recent times a lot of attention has been paid to non-intersecting paths formed by one-dimensional Markov processes conditioned never to intersect. An example of non-intersecting paths is the collection of Brownian motions conditioned never to collide, known as the Dyson Brownian motion. In this paper the Bessel line ensemble, a countable collection of continuous random curves, is constructed. This line ensemble is stationary under horizontal shifts with the Bessel point process as its one-time marginal. Its finite dimensional distributions are given by the extended Bessel kernel. Furthermore, it enjoys a novel resampling invariance with respect to non-intersecting squared Bessel bridges. The Bessel line ensemble is constructed by extracting the hard edge scaling limit of a collection of independent squared Bessel processes starting at the origin and being conditioned never to intersect. This process is also known as the Dyson Bessel process, and it arises as the evolution of the eigenvalues of the Laguerre unitary ensemble with i.i.d. complex Brownian entries.