Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights

DOI10.1007/s00220-008-0652-9zbMath1188.60018arXiv0712.1333OpenAlexW3099174268MaRDI QIDQ731298

Franck Wielonsky, Andrei Martínez-Finkelshtein, Arno B. J. Kuijlaars

Publication date: 2 October 2009

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

Full work available at URL: https://arxiv.org/abs/0712.1333

zbMATH Keywords

Riemann surfacesrandom matrix theorymultiple orthogonal polynomialssteepest descent methoddeterminantal point processesLaguerre ensemblesquared Bessel processesmatrix valued Riemann-Hilbert problemsmodified Bessel-type weights

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Sample path properties (60G17) Stochastic processes (60G99) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Transition functions, generators and resolvents (60J35)

Related Items

Strong asymptotics for the Pollaczek multiple orthogonal polynomials ⋮ The Hermitian two matrix model with an even quartic potential ⋮ Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition ⋮ Critical behavior of nonintersecting Brownian motions at a tacnode ⋮ Critical measures for vector energy: global structure of trajectories of quadratic differentials ⋮ Double Scaling Limit for Modified Jacobi-Angelesco Polynomials ⋮ Mixed type multiple orthogonal polynomials associated with the modified Bessel functions and products of two coupled random matrices ⋮ Non-intersecting squared Bessel paths with one positive starting and ending point ⋮ Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis ⋮ Riemann-Hilbert problem and matrix biorthogonal polynomials ⋮ Analogs of Schmidt's formula for polyorthogonal polynomials of the first type ⋮ Non-intersecting squared Bessel paths at a hard-edge tacnode ⋮ Gap probability for the hard edge Pearcey process ⋮ Critical measures for vector energy: asymptotics of non-diagonal multiple orthogonal polynomials for a cubic weight ⋮ Recurrence relations and vector equilibrium problems arising from a model of non-intersecting squared Bessel paths ⋮ Electrostatic partners and zeros of orthogonal and multiple orthogonal polynomials ⋮ Asymptotics of the Hard Edge Pearcey Determinant ⋮ Critical measures, quadratic differentials, and weak limits of zeros of Stieltjes polynomials ⋮ Asymptotics of a discrete-time particle system near a reflecting boundary ⋮ The distribution function for the maximal height of \(N\) non-intersecting Bessel paths ⋮ Noncolliding squared Bessel processes ⋮ Bounded Bessel processes and Ferrari-Spohn diffusions ⋮ The asymptotic zero distribution of multiple orthogonal polynomials associated with Macdonald functions ⋮ Multipoint Hermite-Padé approximations for beta functions ⋮ Non-intersecting squared Bessel paths: Critical time and double scaling limit ⋮ Weakly admissible vector equilibrium problems ⋮ Weakly admissible vector equilibrium problems ⋮ Gap probabilities for the generalized Bessel process: a Riemann-Hilbert approach ⋮ Matrix biorthogonal polynomials: eigenvalue problems and non-Abelian discrete Painlevé equations. A Riemann-Hilbert problem perspective ⋮ Determinantal process starting from an orthogonal symmetry is a Pfaffian process ⋮ Two Bessel bridges conditioned never to collide, double Dirichlet series, and Jacobi theta function ⋮ Random surface growth with a wall and Plancherel measures for O (∞) ⋮ LARGE DEVIATIONS FOR A NON-CENTERED WISHART MATRIX ⋮ Average characteristic polynomials of determinantal point processes ⋮ The generating function for the Bessel point process and a system of coupled Painlevé V equations ⋮ Random matrix model with external source and a constrained vector equilibrium problem ⋮ On the explicit representation of polyorthogonal polynomials ⋮ Unnamed Item ⋮ A family of Nikishin systems with periodic recurrence coefficients ⋮ Large \(n\) limit for the product of two coupled random matrices ⋮ The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity ⋮ Noncolliding Brownian motion with drift and time-dependent Stieltjes-Wigert determinantal point process ⋮ Critical behavior in Angelesco ensembles ⋮ Raney distributions and random matrix theory

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Coincidence probabilities
• Large \(n\) limit of Gaussian random matrices with external source. I
• The Pearcey process
• Random skew plane partitions and the Pearcey process
• Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit
• A note on biorthogonal ensembles
• Two Bessel bridges conditioned never to collide, double Dirichlet series, and Jacobi theta function
• Strong asymptotics for multiple Laguerre polynomials
• Asymptotics of non-intersecting Brownian motions and a \(4\times 4\) Riemann-Hilbert problem
• Orthogonal polynomial ensembles in probability theory
• Determinantal processes and independence
• The isomonodromy approach to matrix models in 2D quantum gravity
• Multiple orthogonal polynomials
• A survey and some generalizations of Bessel processes
• Biorthogonal ensembles
• A Christoffel--Darboux formula for multiple orthogonal polynomials
• Non-intersecting paths, random tilings and random matrices
• Multiple orthogonal polynomials associated with the modified Bessel functions of the first kind
• Asymptotics of multiple orthogonal polynomials associated with the modified Bessel functions of the first kind.
• The Riemann--Hilbert approach to strong asymptotics for orthogonal polynomials on [-1,1]
• A steepest descent method for oscillatory Riemann-Hilbert problems. Asymptotics for the MKdV equation
• Universality of a double scaling limit near singular edge points in random matrix models
• Quadratic Hermite-Padé approximation to the exponential function: A Riemann-Hilbert approach
• Multi-critical unitary random matrix ensembles and the general Painlevé II equation
• Random matrix central limit theorems for nonintersecting random walks
• Nonintersecting Brownian excursions
• Noncolliding Brownian motion and determinantal processes
• Large \(n\) limit of Gaussian random matrices with external source. II
• Determinantal random point fields
• Discrete Orthogonal Polynomials. (AM-164): Asymptotics and Applications (AM-164)
• Universality of the double scaling limit in random matrix models
• Universality at the edge of the spectrum for unitary, orthogonal, and symplectic ensembles of random matrices
• Asymptotics of Hermite-Pade Rational Approximants for Two Analytic Functions with Separated Pairs of Branch Points (Case of Genus 0)
• Course 1 Random matrices and determinantal processes
• Asymptotic analysis of random matrices with external source and a family of algebraic curves
• HERMITE-PADÉ APPROXIMATION FOR NIKISHIN SYSTEMS OF ANALYTIC FUNCTIONS
• Increasing subsequences and the hard-to-soft edge transition in matrix ensembles
• Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
• Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
• A BENCHMARK APPROACH TO FINANCE

This page was built for publication: Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights