Noncolliding Squared Bessel Processes

Makoto Katori, Hideki Tanemura

Research output: Contribution to journalArticle

21 Citations (Scopus)

Abstract

We consider a particle system of the squared Bessel processes with index ν > -1 conditioned never to collide with each other, in which if -1 < ν < 0 the origin is assumed to be reflecting. When the number of particles is finite, we prove for any fixed initial configuration that this noncolliding diffusion process is determinantal in the sense that any multitime correlation function is given by a determinant with a continuous kernel called the correlation kernel. When the number of particles is infinite, we give sufficient conditions for initial configurations so that the system is well defined. There the process with an infinite number of particles is determinantal and the correlation kernel is expressed using an entire function represented by the Weierstrass canonical product, whose zeros on the positive part of the real axis are given by the particle-positions in the initial configuration. From the class of infinite-particle initial configurations satisfying our conditions, we report one example in detail, which is a fixed configuration such that every point of the square of positive zero of the Bessel function Jν is occupied by one particle. The process starting from this initial configuration shows a relaxation phenomenon converging to the stationary process, which is determinantal with the extended Bessel kernel, in the long-term limit.

Original languageEnglish
Pages (from-to)592-615
Number of pages24
JournalJournal of Statistical Physics
Volume142
Issue number3
DOIs
Publication statusPublished - 2011 Feb 1
Externally publishedYes

Fingerprint

Bessel Process
Configuration
kernel
configurations
entire functions
Friedrich Wilhelm Bessel
Particle System
Zero
Bessel Functions
Stationary Process
Entire Function
Bessel functions
Diffusion Process
Well-defined
Correlation Function
determinants
Determinant
Sufficient Conditions
products

Keywords

  • Entire functions
  • Fredholm determinants
  • Infinite particle systems
  • Noncolliding diffusion process
  • Squared Bessel process
  • Weierstrass canonical products

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Mathematical Physics

Cite this

Noncolliding Squared Bessel Processes. / Katori, Makoto; Tanemura, Hideki.

In: Journal of Statistical Physics, Vol. 142, No. 3, 01.02.2011, p. 592-615.

Research output: Contribution to journalArticle

Katori, Makoto ; Tanemura, Hideki. / Noncolliding Squared Bessel Processes. In: Journal of Statistical Physics. 2011 ; Vol. 142, No. 3. pp. 592-615.
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