arXiv · 1908.00736
The distribution function for the maximal height of $N$ non-intersecting Bessel paths
Abstract
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.
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Dan Dai, Luming Yao. 2019-08-02. The distribution function for the maximal height of $N$ non-intersecting Bessel paths. https://arxiv.org/abs/1908.00736
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