Semi-classical limit for random walks
نویسندگان
چکیده
منابع مشابه
Conditional limit theorems for ordered random walks
In a recent paper of Eichelsbacher and König (2008) the model of ordered random walks has been considered. There it has been shown that, under certain moment conditions, one can construct a k-dimensional random walk conditioned to stay in a strict order at all times. Moreover, they have shown that the rescaled random walk converges to the Dyson Brownian motion. In the present paper we find the ...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 2000
ISSN: 0002-9947,1088-6850
DOI: 10.1090/s0002-9947-00-02453-3