Inventory Accumulation with kk Products

preprint2016arXivOpen access

Abstract

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 kk types of products for any integer k≥2k \ge 2, and prove that the corresponding trajectory scales to a kk-dimensional Brownian motion with an appropriate covariance matrix.

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