Non-intersecting squared Bessel paths at a hard-edge tacnode

DOI10.1007/S00220-013-1815-XzbMATH Open1290.60076arXiv1204.4430OpenAlexW3104867567MaRDI QIDQ387639FDOQ387639

Authors: Steven Delvaux 

Publication date: 23 December 2013

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: The squared Bessel process is a 1-dimensional diffusion process related to the squared norm of a higher dimensional Brownian motion. We study a model of $n$ non-intersecting squared Bessel paths, with all paths starting at the same point $a>0$ at time $t=0$ and ending at the same point $b>0$ at time $t=1$. Our interest lies in the critical regime $ab=1/4$, for which the paths are tangent to the hard edge at the origin at a critical time $t^{\ast }in(0,1)$. The critical behavior of the paths for $noinfty$ is studied in a scaling limit with time $t=t^{\ast }+O(n^{-1/3})$ and temperature $T=1+O(n^{-2/3})$. This leads to a critical correlation kernel that is defined via a new Riemann-Hilbert problem of size $4imes4$. The Riemann-Hilbert problem gives rise to a new Lax pair representation for the Hastings-McLeod solution to the inhomogeneous Painlev'e II equation $$ where $u=alpha+1/2$ with $alpha>-1$ the parameter of the squared Bessel process. These results extend our recent work with Kuijlaars and Zhang cite{DKZ} for the homogeneous case $u=0$.

Full work available at URL: https://arxiv.org/abs/1204.4430

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zbMATH Keywords

Riemann-Hilbert problemsquared Bessel process

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cited In (13)

• Two Lax systems for the Painlevé II equation, and two related kernels in random matrix theory
• Asymptotics of the Hard Edge Pearcey Determinant
• Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights
• Nonintersecting Brownian motions on the unit circle
• The tacnode Riemann-Hilbert problem
• Fluctuations of the arctic curve in the tilings of the Aztec diamond on restricted domains
• Non-intersecting squared Bessel paths: Critical time and double scaling limit
• Bounded Bessel processes and Ferrari-Spohn diffusions
• The \(k\)-tacnode process
• Non-intersecting squared Bessel paths with one positive starting and ending point
• Recurrence relations and vector equilibrium problems arising from a model of non-intersecting squared Bessel paths
• The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths
• Nonintersecting Brownian bridges between reflecting or absorbing walls

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