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In a recent paper of Eichelsbacher and Koenig (2008) the model of ordered random walks has been considered.
A Brownian-motion model for the eigenvalues of a random matrix
Dyson F.J · 1962
Earlier work this paper cites.
Notes on inequalities for sums of independent random variables
Borovkov, A.A · 1972
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The approximation of partial sums of rv’s
Major, P · 1976
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Large deviations of sums of independent random variables
Nagaev, S.V · 1979
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On the question of the rate of convergence in the Donsker–Prokhorov invariance principle
Borisov, I.S · 1983
Earlier work this paper cites.
On conditioning a random walk to stay nonnegative
Bertoin, J. and Doney, R.A · 1994
Earlier work this paper cites.
Brownian motion in a Weyl chamber, non-colliding particles, and random matrices
Grabiner, D.J · 1999
Cited alongside, same era.
Potential theory in conical domains
Varopoulos, N.Th · 1999
Cited alongside, same era.
Non-colliding random walks, tandem queues, and discrete orthogonal polynomial ensembles
König, W., O’Connell, N. and Roch, S · 2002
Cited alongside, same era.
A representation for non-colliding random walks
O’Connell, N. and Yor, M · 2002
Cited alongside, same era.
A universality property for last-passage percolation paths close to the axis
Bodineau, T. and Martin, J · 2005
Cited alongside, same era.
Orthogonal polynomial ensembles in probability theory
König, W · 2005
Cited alongside, same era.
A functional limit theorem for random walk conditioned to stay non-negative
Bryn-Jones, A. and Doney, R.A · 2006
Later among the works it cites.
Random matrix central limit theorems for non-intersetcting random walks
Baik, J. and Suidan, T · 2007
Later among the works it cites.
Ordered random walks
Eichelsbacher, P. and König, W · 2008
Later among the works it cites.
The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts
Puchala, Z, Rolski, T · 2008
Later among the works it cites.
Random walk on a building of type A ~ r \tilde{A}_{r} and Brownian motion on a Weyl chamber
Schapira, B · 2009
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