Limit theorems for radial random walks on Euclidean spaces of high dimensions
The paper presents a central limit theorem (CLT) for norms of random walks provided that the length \(n\) and dimension \(p_n\) of the random walks are growing to infinity. The asymptotics of the ratio \(\frac{n}{p_n}\) lead to two different cases of the CLT. The limits are Gaussian in both cases.
scientific article; zbMATH DE number 6357665
scientific article