Non-Colliding Random Walks, Tandem Queues, and Discrete Orthogonal Polynomial Ensembles
نویسندگان
چکیده
منابع مشابه
Non - Colliding Random Walks , Tandem Queues , and Discrete Orthogonal Polynomial Ensembles
We show that the function h(x) = ∏ i<j(xj − xi) is harmonic for any random walk in Rk with exchangeable increments, provided the required moments exist. For the subclass of random walks which can only exit the Weyl chamber W = {x : x1 < x2 < · · · < xk} onto a point where h vanishes, we define the corresponding Doob h-transform. For certain special cases, we show that the marginal distribution ...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2002
ISSN: 1083-6489
DOI: 10.1214/ejp.v7-104