Functional central limit theorems for vicious walkers
Functional central limit theorems for vicious walkers
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Ithaca: Cornell University Library, arXiv.org
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English
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Ithaca: Cornell University Library, arXiv.org
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We consider the diffusion scaling limit of the vicious walker model that is a system of nonintersecting random walks. We prove a functional central limit theorem for the model and derive two types of nonintersecting Brownian motions, in which the nonintersecting condition is imposed in a finite time interval \((0,T]\) for the first type and in an i...
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Full title
Functional central limit theorems for vicious walkers
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TN_cdi_proquest_journals_2091262296
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2091262296
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E-ISSN
2331-8422
DOI
10.48550/arxiv.0203286
