2024/11/19 by Profeta, Christophe
#FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.2411.12315
In this note, we are interested in the probability that two independent squared Bessel processes do not cross for a long time. We show that this probability has a power decay which is given by the first zero of some hypergeometric function. We also compute along the way the distribution of the location where the crossing eventually occurs.