The Bessel line ensemble

DOI10.1214/23-EJP963MaRDI QIDQ6110545zbMATH OpenOpenAlexFDO

Authors Xuan Wu

Publication date 2 August 2023

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2109.09070

zbMATH Keywords

Bessel line ensembleDyson Bessel processGibbs propertyLaguerre unitary ensemble

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20)

Abstract: In this paper, we construct the Bessel line ensemble, a countable collection of continuous random curves. This line ensemble is stationary under horizontal shifts with the Bessel point process as its one-time marginal. Its finite dimensional distributions are given by the extended Bessel kernel. Furthermore, it enjoys a novel resampling invariance with respect to non-intersecting squared Bessel bridges. The Bessel line ensemble is constructed by extracting the hard edge scaling limit of a collection of independent squared Bessel processes starting at the origin and never being conditioned to intersect. This process is also known as the Dyson Bessel process, and it arises as the evolution of the eigenvalues of the Laguerre unitary ensemble with i.i.d. complex Brownian entries.

Recommendations

• Biorthogonal ensembles
• The orthogonal circular ensemble
• scientific article; zbMATH DE number 4030582
• Spherical ensembles
• The Bessel ratio distribution
• Bessel sequences in a Hilbert space
• The Bessel numbers and Bessel matrices
• Bessel fusion multipliers
• Characterization of Brownian Gibbsian line ensembles
• The exceptional Bessel polynomials

Cites work

• Brownian Gibbs property for Airy line ensembles
• Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation
• Bulk scaling limit of the Laguerre ensemble
• Coincidence probabilities
• Conditions for absolute continuity between a certain pair of probability measures
• Course 1 Random matrices and determinantal processes
• Eigenvalues of the Laguerre process as non-colliding squared Bessel processes
• Exact results and universal asymptotics in the Laguerre random matrix ensemble
• Eynard-Mehta theorem, Schur process, and their Pfaffian analogs
• From interacting particle systems to random matrices
• scientific article; zbMATH DE number 3477793 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 2046376 (Why is no real title available?)
• Hypergeometric summation. An algorithmic approach to summation and special function identities
• KPZ line ensemble
• Level spacing distributions and the Bessel kernel
• Log-gases and random matrices.
• Matrices coupled in a chain: I. Eigenvalue correlations
• Noncolliding squared Bessel processes
• On the partial connection between random matrices and interacting particle systems
• Optimal soft edge scaling variables for the Gaussian and Laguerre even \(\beta\) ensembles
• Random growth models
• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Victor Moll and Daniel Zwillinger
• The Kardar-Parisi-Zhang equation and universality class
• The logarithmic concavity of modified Bessel functions of the first kind and its related functions
• The one-dimensional KPZ equation and its universality class
• The spectrum edge of random matrix ensembles.
• Tightness and line ensembles for Brownian polymers under geometric area tilts
• Transversal fluctuations of the ASEP, stochastic six vertex model, and Hall-Littlewood Gibbsian line ensembles

Cited in

(4)

• KPZ line ensemble
• Pearcey universality at cusps of polygonal lozenge tilings
• Construction and sample path properties of Brownian house-moving between two curves
• Reflecting Poisson walks and dynamical universality in p-adic random matrix theory

This page was built for publication: The Bessel line ensemble

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6110545)