Random Matrix Central Limit Theorems for Non-Intersecting Random Walks
Authors:
- Jinho BaikJBJinho Baik
- Toufic SuidanTSToufic Suidan
Preprint
Abstract
We consider non-intersecting 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.Keywords
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