Bessel processes play an important role in financial mathematics because of their strong relation to financial processes like geometric Brownian motion or CIR processes. We are interested in the first time Bessel processes and more generally, radial Ornstein–Uhlenbeck processes hit a given barrier. We give explicit expressions of the Laplace transforms of first hitting times by (squared) radial...

In this note, we investigate the performance of the PCM scheme with linear quantization rule for quantizing unit-norm tight frame expansions for R without the White Noise Hypothesis. In [4], Wang and Xu showed that for asymptotically equidistributed unit-norm tight frame the PCM quantization error has an upper bound O(δ(d+1)/2) and they conjecture the upper bound is sharp. In this note, we conf...

A point process is said to be rigid if for any bounded domain in the phase space, the number of particles in the domain is almost surely determined by the restriction of the configuration to the complement of our bounded domain. The main result of this paper is that determinantal point processes with the Airy, the Bessel and the Gamma kernels are rigid. The proof follows the scheme of Ghosh [6]...

We present a simple method using an axicon and spatial light modulator to create multiple parallel Bessel beams and precisely control their individual positions in three dimensions. This technique is tested as an alternative to classical holographic beam shaping commonly used now in optical tweezers. Various applications of precise control of multiple Bessel beams are demonstrated within a sing...

Linear and nonlinear processes of transferring optical singularities from anisotropic crystals onto the wavefront of Bessel light beams (BLBs) are investigated. The generation of high-order vortices at the propagation of BLBs along the optical axes of crystals was studied. Particularly, a nonlinear frequency doubling of Bessel vortices in the conditions of new type synchronism (full conical pha...

Bessel beams are widely used in optical metrology mainly because of their large Rayleigh range (focal length). Radial/azimuthal polarization of such beams is of interest in the fields of material processing, plasma absorption or communication. In this paper an experimental set-up is presented, which generates a Bessel-type vector beam with a spatial polarization, oscillating along the optical a...

A new expression for the characteristic function of log-spot in Heston model is presented. This expression more clearly exhibits its properties as an analytic characteristic function and allows us to compute the exact domain of the moment generating function. This result is then applied to the volatility smile at extreme strikes and to the control of the moments of spot. We also give a factoriz...

We study the distribution, in the space of Satake parameters, of local components of Siegel cusp forms of genus 2 and growing weight k, subject to a specific weighting which allows us to apply results concerning Bessel models and a variant of Petersson’s formula. We obtain for this family a quantitative local equidistribution result, and derive a number of consequences. In particular, we show t...

Generalizing the notion of placing rooks on a Ferrers board leads to a new class of combinatorial models and a new class of rook polynomials. Connections are established with absolute Stirling numbers and permutations, Bessel polynomials, matchings, multiset permutations, hypergeometric functions, Abel polynomials and forests, and polynomial sequences of binomial type. Factorization and recipro...