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 types of products for any integer , and prove that the corresponding trajectory scales to a -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