Ordered random walks with heavy tails

DOI10.1214/EJP.V17-1719zbMath1246.60069arXiv1103.4529OpenAlexW2134702380MaRDI QIDQ428605

Vitali Wachtel, Denis Denisov

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.4529

zbMATH Keywords

Martin boundarysuperharmonic functionDoob \(h\)-transformDyson's Brownian motionWeyl chamber

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Functional limit theorems; invariance principles (60F17)

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