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Some freezing limits for Bessel functions and Bessel processes with drift of type $B_N$

Richter, Jan et al.
arXiv (All) · Papers
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33c1060f0560k3582c22classical-analysis-and-odesmathematical-physicsprobabilityrepresentation-theory
We use the series representation of the Bessel functions of type $B_N$ in terms of Jack polynomials and show that $$\lim_{k_1\to\infty} J_{(k_1,k_2)}^B(x,k_1y)^{1/k_1}= 2^N\prod\limits_{i=1}^N \Bigg( e^{\sqrt{1+x_i^2 y_i^2}-1}\cdot \frac{1}{\sqrt{1+x_i^2 y_i^2}+1} \Bigg)$$ for $x,y\in\mathbb R^N$ an
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