English

Inventory Accumulation with $k$ Products

Probability 2016-07-07 v1

Abstract

Sheffield (2011) proposed an inventory accumulation model with two types of products to study the critical Fortuin-Kasteleyn model on a random planar map, and showed that a two-dimensional inventory accumulation trajectory in the discrete model scales to a correlated planar Brownian motion. In this work, we generalize the inventory model to kk types of products for any integer k2k \ge 2, and prove that the corresponding trajectory scales to a kk-dimensional Brownian motion with an appropriate covariance matrix.

Keywords

Cite

@article{arxiv.1607.01762,
  title  = {Inventory Accumulation with $k$ Products},
  author = {Cheng Mao and Tianyou Zhou},
  journal= {arXiv preprint arXiv:1607.01762},
  year   = {2016}
}

Comments

16 pages

R2 v1 2026-06-22T14:47:29.047Z