A. Martinez-Finkelshtein

  1. Non-intersecting squared Bessel paths: critical time and double scaling limit.

    Authors: A. B. J. Kuijlaars, A. Martinez-Finkelshtein, F. Wielonsky
    Subjects: Classical Analysis and ODEs
    Abstract

    We consider the double scaling limit for a model of $n$ non-intersecting
    squared Bessel processes in the confluent case: all paths start at time $t=0$
    at the same positive value $x=a$, remain positive, and are conditioned to end
    at time $t=1$ at $x=0$. After appropriate rescaling, the paths fill a region in
    the $tx$--plane as $n\to \infty$ that intersects the hard edge at $x=0$ at a
    critical time $t=t^{*}$.

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