Non-intersecting squared Bessel paths: critical time and double scaling limit

We consider the double scaling limit for a model of $n$ non-intersecting squared Bessel processes in the confluent case: all paths start at time $t=0$ at the same positive value $x=a$, remain positive, and are conditioned to end at time $t=1$ at $x=0$. After appropriate rescaling, the paths fill a region in the $tx$--plane as $n\to \infty$ that intersects the hard edge at $x=0$ at a critical time $t=t^{*}$. In a previous paper (arXiv:0712.1333), the scaling limits for the positions of the paths at time $t\neq t^{*}$ were shown to be the usual scaling limits from random matrix theory. Here, we describe the limit as $n\to \infty$ of the correlation kernel at critical time $t^{*}$ and in the double scaling regime. We derive an integral representation for the limit kernel which bears some connections with the Pearcey kernel. The analysis is based on the study of a $3\times 3$ matrix valued Riemann-Hilbert problem by the Deift-Zhou steepest descent method. The main ingredient is the construction of a local parametrix at the origin, out of the solutions of a particular third-order linear differential equation, and its matching with a global parametrix.Comment: 53 pages, 15 figure

Noncolliding Squared Bessel Processes

We consider a particle system of the squared Bessel processes with index $\nu > -1$ conditioned never to collide with each other, in which if $-1 < \nu < 0$ 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 $J_{\nu}$ 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.Comment: v3: LaTeX2e, 26 pages, no figure, corrections made for publication in J. Stat. Phy

Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights

We study a model of $n$ non-intersecting squared Bessel processes in the confluent case: all paths start at time $t = 0$ at the same positive value $x = a$, remain positive, and are conditioned to end at time $t = T$ at $x = 0$. In the limit $n \to \infty$, after appropriate rescaling, the paths fill out a region in the $tx$-plane that we describe explicitly. In particular, the paths initially stay away from the hard edge at $x = 0$, but at a certain critical time $t^*$ the smallest paths hit the hard edge and from then on are stuck to it. For $t \neq t^*$ we obtain the usual scaling limits from random matrix theory, namely the sine, Airy, and Bessel kernels. A key fact is that the positions of the paths at any time $t$ constitute a multiple orthogonal polynomial ensemble, corresponding to a system of two modified Bessel-type weights. As a consequence, there is a $3 \times 3$ matrix valued Riemann-Hilbert problem characterizing this model, that we analyze in the large $n$ limit using the Deift-Zhou steepest descent method. There are some novel ingredients in the Riemann-Hilbert analysis that are of independent interest.Comment: 59 pages, 11 figure

Identifying influencers on social media

© 2020 Elsevier Ltd The increased availability of social media big data has created a unique challenge for marketing decision-makers; turning this data into useful information. One of the significant areas of opportunity in digital marketing is influencer marketing, but identifying these influencers from big data sets is a continual challenge. This research illustrates how one type of influencer, the market maven, can be identified using big data. Using a mixed-method combination of both self-report survey data and publicly accessible big data, we gathered 556,150 tweets from 370 active Twitter users. We then proposed and tested a range of social-media-based metrics to identify market mavens. Findings show that market mavens (when compared to non-mavens) have more followers, post more often, have less readable posts, use more uppercase letters, use less distinct words, and use hashtags more often. These metrics are openly available from public Twitter accounts and could integrate into a broad-scale decision support system for marketing and information systems managers. These findings have the potential to improve influencer identification effectiveness and efficiency, and thus improve influencer marketing

Direct and inverse spectral transform for the relativistic Toda lattice and the connection with Laurent orthogonal polynomials

We introduce a spectral transform for the finite relativistic Toda lattice (RTL) in generalized form. In the nonrelativistic case, Moser constructed a spectral transform from the spectral theory of symmetric Jacobi matrices. Here we use a non-symmetric generalized eigenvalue problem for a pair of bidiagonal matrices (L,M) to define the spectral transform for the RTL. The inverse spectral transform is described in terms of a terminating T-fraction. The generalized eigenvalues are constants of motion and the auxiliary spectral data have explicit time evolution. Using the connection with the theory of Laurent orthogonal polynomials, we study the long-time behaviour of the RTL. As in the case of the Toda lattice the matrix entries have asymptotic limits. We show that L tends to an upper Hessenberg matrix with the generalized eigenvalues sorted on the diagonal, while M tends to the identity matrix.Comment: 24 pages, 9 figure

Preventie van valincidenten bij thuiswonende ouderen: een kostenbesparende interventie?

Nationale en internationale cijfers tonen aan dat 1 op 3 thuiswonende 65-plussers en nagenoeg de helft van de 80-plussers minstens eenmaal per jaar valt. Bij ongeveer 40% van hen resulteert dit in een letsel. Ongeveer 10% van de valpartijen bij ouderen leidt tot ernstige letsels, waaronder heupfracturen (1-2%), andere fracturen (3-5%) en letsels van de weke delen en hoofdtrauma (5%)

The Trigonometric Rosen-Morse Potential in the Supersymmetric Quantum Mechanics and its Exact Solutions

The analytic solutions of the one-dimensional Schroedinger equation for the trigonometric Rosen-Morse potential reported in the literature rely upon the Jacobi polynomials with complex indices and complex arguments. We first draw attention to the fact that the complex Jacobi polynomials have non-trivial orthogonality properties which make them uncomfortable for physics applications. Instead we here solve above equation in terms of real orthogonal polynomials. The new solutions are used in the construction of the quantum-mechanic superpotential.Comment: 16 pages 7 figures 1 tabl

M\"ossbauer Antineutrinos: Recoilless Resonant Emission and Absorption of Electron Antineutrinos

Basic questions concerning phononless resonant capture of monoenergetic electron antineutrinos (M\"ossbauer antineutrinos) emitted in bound-state beta-decay in the 3H - 3He system are discussed. It is shown that lattice expansion and contraction after the transformation of the nucleus will drastically reduce the probability of phononless transitions and that various solid-state effects will cause large line broadening. As a possible alternative, the rare-earth system 163Ho - 163Dy is favoured. M\"ossbauer-antineutrino experiments could be used to gain new and deep insights into several basic problems in neutrino physics

Matrix interpretation of multiple orthogonality

In this work we give an interpretation of a (s(d + 1) + 1)-term recurrence relation in terms of type II multiple orthogonal polynomials.We rewrite this recurrence relation in matrix form and we obtain a three-term recurrence relation for vector polynomials with matrix coefficients. We present a matrix interpretation of the type II multi-orthogonality conditions.We state a Favard type theorem and the expression for the resolvent function associated to the vector of linear functionals. Finally a reinterpretation of the type II Hermite- Padé approximation in matrix form is given