University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Conditional limit theorems for ordered random walks

Conditional limit theorems for ordered random walks

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Mustapha Amrani.

This talk has been canceled/deleted

In a recent paper of Eichelsbacher and K{“o}nig (2008) the model of ordered random walks has been considered. There it has been shown that, under certain moment conditions, one can construct a $k$-dimensional random walk conditioned to stay in a strict order at all times. Moreover, they have shown that the rescaled random walk converges to the Dyson Brownian motion. In the present paper we find the optimal moment assumptions for the construction of the conditional random walk and generalise the limit theorem for this conditional process.

This talk is part of the Isaac Newton Institute Seminar Series series.

Tell a friend about this talk:

This talk is included in these lists:

This talk is not included in any other list

Note that ex-directory lists are not shown.

 

© 2006-2024 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity