Limit theorems for radial random walks on Euclidean spaces of high dimensions (Q2925689)
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scientific article; zbMATH DE number 6357665
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| English | Limit theorems for radial random walks on Euclidean spaces of high dimensions |
scientific article; zbMATH DE number 6357665 |
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17 October 2014
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radial random walks
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central limit theorems
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Euclidean spaces
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0.9174074
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0.9068151
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0.8923552
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0.88932246
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0.88808066
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0.88538253
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Limit theorems for radial random walks on Euclidean spaces of high dimensions (English)
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The paper presents a central limit theorem (CLT) for norms of random walks provided that the length \(n\) and dimension \(p_n\) of the random walks are growing to infinity. The asymptotics of the ratio \(\frac{n}{p_n}\) lead to two different cases of the CLT. The limits are Gaussian in both cases.
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