Asymptotic behaviour of the Bessel heat kernels

Abstract

We consider Dirichlet heat kernel $p_a^{(\mu)}(t,x,y)$ for the Bessel differential operator $L^{(\mu)}=\frac{d^2}{dx^2}+\frac{2\mu+1}{2x}$, $\mu\in\mathbb{R}$, in half-line $(a,\infty)$, $a>0$, and provide its asymptotic expansions for $xy/t\rightarrow\infty$.