Bounded Bessel processes and Ferrari-Spohn diffusions

DOI10.1214/23-ecp568zbMath1530.60070arXiv2307.06493OpenAlexW4389567024MaRDI QIDQ6177641

Matthew Lerner-Brecher

Publication date: 17 January 2024

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2307.06493

zbMATH Keywords

Bessel processSturm-Liouville problemsdiffusion processesAiry/Bessel kernels

Mathematics Subject Classification ID

Sturm-Liouville theory (34B24) Diffusion processes (60J60)

Cites Work

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• Dyson Ferrari-Spohn diffusions and ordered walks under area tilts
• Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights
• An invariance principle to Ferrari-Spohn diffusions
• Critical prewetting in the 2d Ising model
• Brownian Gibbs property for Airy line ensembles
• Constrained Brownian motion: fluctuations away from circular and parabolic barriers
• Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials
• The Airy₂ process and the 3D Ising model

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