Random matrix central limit theorems for nonintersecting random walks

Details Random matrix central limit theorems for nonintersecting random walks Random matrix central limit theorems for nonintersecting random walks

2006-05-08

arxiv.org/abs/math/0605212v3

Annals of Probability 2007, Vol. 35, No. 5, 1807-1834

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/009117906000001105 the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117906000001105

We consider nonintersecting random walks satisfying the condition that the increments have a finite moment generating function. We prove that in a certain limiting regime where the number of walks and the number of time steps grow to infinity, several limiting distributions of the walks at the mid-time behave as the eigenvalues of random Hermitian matrices as the dimension of the matrices grows to infinity.

Affiliated with

Also associated with

No associations

Rating

Random matrix central limit theorems for nonintersecting random walks does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Random matrix central limit theorems for nonintersecting random walks, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Random matrix central limit theorems for nonintersecting random walks will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-463700