Ordered random walks
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Publication:1039056
DOI10.1214/EJP.v13-539zbMath1189.60092arXivmath/0610850OpenAlexW1983409603MaRDI QIDQ1039056
Wolfgang König, Peter Eichelsbacher
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0610850
fluctuation theoryVandermonde determinantDoob \(h\)-transformDyson's Brownian motionsnon-colliding random walksnon-intersecting random processes
Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)
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