Noncolliding squared Bessel processes

DOI10.1007/S10955-011-0117-YzbMATH Open1211.82036OpenAlexW3099366678MaRDI QIDQ628677FDOQ628677

Authors Makoto Katori, H. Tanemura 

Publication date 14 March 2011

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1008.0144

zbMATH Keywords

entire functionsinfinite particle systemssquared Bessel processFredholm determinantsnoncolliding diffusion processWeierstrass canonical products

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Dynamic continuum models (systems of particles, etc.) in time-dependent statistical mechanics (82C21)

Abstract: We consider a particle system of the squared Bessel processes with index $u>-1$ conditioned never to collide with each other, in which if $-1<u<0$ the origin is assumed to be reflecting. When the number of particles is finite, we prove for any fixed initial configuration that this noncolliding diffusion process is determinantal in the sense that any multitime correlation function is given by a determinant with a continuous kernel called the correlation kernel. When the number of particles is infinite, we give sufficient conditions for initial configurations so that the system is well defined. There the process with an infinite number of particles is determinantal and the correlation kernel is expressed using an entire function represented by the Weierstrass canonical product, whose zeros on the positive part of the real axis are given by the particle-positions in the initial configuration. From the class of infinite-particle initial configurations satisfying our conditions, we report one example in detail, which is a fixed configuration such that every point of the square of positive zero of the Bessel function $J_u$ is occupied by one particle. The process starting from this initial configuration shows a relaxation phenomenon converging to the stationary process, which is determinantal with the extended Bessel kernel, in the long-term limit.

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