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.
Citation
Jinho Baik. Toufic M. Suidan. "Random matrix central limit theorems for nonintersecting random walks." Ann. Probab. 35 (5) 1807 - 1834, September 2007. https://doi.org/10.1214/009117906000001105
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