$k$产品的库存累积
Inventory Accumulation with $k$ Products
摘要:
Sheffield(2011)提出了一个两类产品的库存累积模型,研究了随机平面映射上的临界Fortuin-Kasteleyn模型,并证明了离散模型中的二维库存累积轨迹尺度化为相关的平面布朗运动.在这项工作中,我们推广的库存模型$k$类型的产品为任何整数$k \ge 2$,并证明相应的轨迹尺度的$k$维布朗运动与适当的协方差阵。
英文摘要:
Sheffield (2011) proposed an inventory accumulation model with two types of products to study the critical Fortuin-Kasteleyn model on a random planar map, and showed that a two-dimensional inventory accumulation trajectory in the discrete model scales to a correlated planar Brownian motion. In this work, we generalize the inventory model to $k$ types of products for any integer $k \ge 2$, and prove that the corresponding trajectory scales to a $k$-dimensional Brownian motion with an appropriate covariance matrix.
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