TY - JOUR

T1 - Noncolliding Squared Bessel Processes

AU - Katori, Makoto

AU - Tanemura, Hideki

N1 - Funding Information:
Acknowledgements M.K. is supported in part by the Grant-in-Aid for Scientific Research (C) (No. 21540397) of Japan Society for the Promotion of Science. H.T. is supported in part by the Grant-in-Aid for Scientific Research (KIBAN-C, No. 19540114) of Japan Society for the Promotion of Science.

PY - 2011/2

Y1 - 2011/2

N2 - 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.

AB - 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.

KW - Entire functions

KW - Fredholm determinants

KW - Infinite particle systems

KW - Noncolliding diffusion process

KW - Squared Bessel process

KW - Weierstrass canonical products

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U2 - 10.1007/s10955-011-0117-y

DO - 10.1007/s10955-011-0117-y

M3 - Article

AN - SCOPUS:79551685987

SN - 0022-4715

VL - 142

SP - 592

EP - 615

JO - Journal of Statistical Physics

JF - Journal of Statistical Physics

IS - 3

ER -