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math-ph2013★ 10 cited
Gap probabilities for the Generalized Bessel process: a Riemann-Hilbert approach
Manuela Girotti
We consider the gap probability for the Generalized Bessel process in the single-time and multi-time case. We prove that the scalar and matrix Fredholm determinants of such process…
math-ph2013★ 2 cited
Riemann-Hilbert approach to gap probabilities for the Bessel process
Manuela Girotti
We consider the gap probability for the Bessel process in the single-time and multi-time case. We prove that the scalar and matrix Fredholm determinants of such process can be expr…