Two Bessel bridges conditioned never to collide, double Dirichlet series, and Jacobi theta function

DOI10.1007/S10955-008-9524-0zbMATH Open1171.82010arXiv0711.1710OpenAlexW2166657446MaRDI QIDQ937101FDOQ937101

Minami Izumi, Naoki Kobayashi, Makoto Katori

Publication date: 20 August 2008

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

Abstract: It is known that the moments of the maximum value of a one-dimensional conditional Brownian motion, the three-dimensional Bessel bridge with duration 1 started from the origin, are expressed using the Riemann zeta function. We consider a system of two Bessel bridges, in which noncolliding condition is imposed. We show that the moments of the maximum value is then expressed using the double Dirichlet series, or using the integrals of products of the Jacobi theta functions and its derivatives. Since the present system will be provided as a diffusion scaling limit of a version of vicious walker model, the ensemble of 2-watermelons with a wall, the dominant terms in long-time asymptotics of moments of height of 2-watermelons are completely determined. For the height of 2-watermelons with a wall, the average value was recently studied by Fulmek by a method of enumerative combinatorics.

Full work available at URL: https://arxiv.org/abs/0711.1710

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zbMATH Keywords

Riemann zeta functionBessel processDyck pathJacobi theta functionnoncolliding diffusion processdouble Dirichlet seriesBessel bridgevicious walk

Mathematics Subject Classification ID

Diffusion processes (60J60) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Brownian motion (60J65) (zeta (s)) and (L(s, chi)) (11M06)

Cites Work

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Cited In (17)

• Asymptotics of the Hard Edge Pearcey Determinant
• Noncolliding Brownian motion with drift and time-dependent Stieltjes-Wigert determinantal point process
• Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights
• Top eigenvalue of a random matrix: large deviations and third order phase transition
• Non-intersecting squared Bessel paths at a hard-edge tacnode
• The distribution function for the maximal height of \(N\) non-intersecting Bessel paths
• Non-intersecting Brownian walkers and Yang-Mills theory on the sphere
• Extreme value statistics of correlated random variables: a pedagogical review
• Extremes of \(N\) vicious walkers for large \(N\): application to the directed polymer and KPZ interfaces
• Non-intersecting squared Bessel paths: Critical time and double scaling limit
• Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary
• Reunion probability of \(N\) vicious walkers: typical and large fluctuations for large \(N\)
• Painlevé II in random matrix theory and related fields
• The height and range of watermelons without wall
• Exact Distribution of the Maximal Height of<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi>p</mml:mi></mml:math>Vicious Walkers
• Non-intersecting squared Bessel paths with one positive starting and ending point
• Critical behavior of nonintersecting Brownian motions at a tacnode

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