Several Theorems About Probabilistic Limiting Expressions: The Gaussian free field, symmetric Pearcey process, and strong Szegő asymptotics
Certain probabilistic processes appear in the asymptotic scaling limit of many models. This thesis covers several theorems about such processes. Chapter 2 covers the Gaussian free field in interlacing particle systems, chapters 4 and 5 construct a non–commutative particle system and prove the Gaussi...
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| Format: | Others |
| Language: | en |
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Harvard University
2015
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| Online Access: | http://nrs.harvard.edu/urn-3:HUL.InstRepos:17467309 |