ScholarMate
客服热线:400-1616-289

The distribution function for the maximal height of N non-intersecting Bessel paths

Dai, Dan*; Yao, Luming
Science Citation Index Expanded
复旦大学

摘要

In this paper, we consider N non-intersecting Bessel paths starting at x = a >= 0, and conditioned to end at the origin x = 0. We derive the explicit formula of the distribution function for the maximum height. Depending on the starting point a > 0 or a = 0, the distribution functions are also given in terms of the Hankel determinants associated with the multiple discrete orthogonal polynomials or discrete orthogonal polynomials, respectively.

关键词

Non-intersecting Bessel paths Maximum distribution Orthogonal polynomials Multiple orthogonal polynomials Hankel determinant