Random matrix central limit theorems for nonintersecting random walks
Probability
2011-11-09 v3
Abstract
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.
Cite
@article{arxiv.math/0605212,
title = {Random matrix central limit theorems for nonintersecting random walks},
author = {Jinho Baik and Toufic M. Suidan},
journal= {arXiv preprint arXiv:math/0605212},
year = {2011}
}
Comments
Published in at http://dx.doi.org/10.1214/009117906000001105 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)