The distribution function for the maximal height of $N$ non-intersecting Bessel paths
| Autor: | Dai, Dan, Yao, Luming |
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| Rok vydání: | 2019 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | In this paper, we consider $N$ non-intersecting Bessel paths starting at $x=a\geq 0$, 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. Comment: 21 pages, 2 figures |
| Databáze: | arXiv |
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