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Ordered random walks with heavy tails

机译:有尾巴的有序随机游走

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This note continues paper of Denisov and Wachtel (2010), where we have constructed a $k$-dimensional random walk conditioned to stay in the Weyl chamber of type $A$. The construction was done under the assumption that the original random walk has $k-1$ moments. In this note we continue the study of killed random walks in the Weyl chamber, and assume that the tail of increments is regularly varying of index $lpha
机译:本笔记继续了Denisov和Wachtel(2010)的论文,在此我们构造了一个$ k $维随机游动,条件是保持在$ A $类型的Weyl腔中。该构造是在原始随机游走具有$ k-1 $个矩的假设下完成的。在本说明中,我们继续研究在Weyl室中杀死的随机游动,并假设增量的尾部规律地变化索引$ alpha

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