English

Conditional limit theorems for ordered random walks

Probability 2009-07-17 v1

Abstract

In a recent paper of Eichelsbacher and Koenig (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 optimal moment assumptions for the construction of the conditional random walk and generalise the limit theorem for this conditional process.

Keywords

Cite

@article{arxiv.0907.2854,
  title  = {Conditional limit theorems for ordered random walks},
  author = {D. Denisov and V. Wachtel},
  journal= {arXiv preprint arXiv:0907.2854},
  year   = {2009}
}

Comments

26 pages

R2 v1 2026-06-21T13:25:43.900Z