학술논문

The distribution function for the maximal height of N non-intersecting Bessel paths
Document Type
Report
Source
The Ramanujan Journal: An International Journal Devoted to the Areas of Mathematics Influenced by Ramanujan. May, 2023, Vol. 61 Issue 1, p111, 24 p.
Subject
Distribution (Probability theory)
Language
English
ISSN
1382-4090
Abstract
Keywords: Non-intersecting Bessel paths; Maximum distribution; Orthogonal polynomials; Multiple orthogonal polynomials; Hankel determinant Abstract In this paper, we consider N non-intersecting Bessel paths starting at , and conditioned to end at the origin . We derive the explicit formula of the distribution function for the maximum height. Depending on the starting point or , the distribution functions are also given in terms of the Hankel determinants associated with the multiple discrete orthogonal polynomials or discrete orthogonal polynomials, respectively. Author Affiliation: (1) Department of Mathematics, City University of Hong Kong, Kowloon, Hong Kong (2) School of Mathematical Sciences, Fudan University, 200433, Shanghai, China (a) dandai@cityu.edu.hk Article History: Registration Date: 02/23/2022 Received Date: 06/19/2020 Accepted Date: 02/22/2022 Online Date: 04/20/2022 Byline: