The Random Average Process and Random Walk in a Space-Time Random Environment in One Dimension |
| |
Authors: | Márton Balázs Firas Rassoul-Agha Timo Seppäläinen |
| |
Affiliation: | (1) Mathematics Department, University of Wisconsin-Madison, Van Vleck Hall, Madison, WI 53706, USA;(2) Mathematical Biosciences Institute, Ohio State University, 231 West 18th Avenue, Columbus, OH 43210, USA |
| |
Abstract: | We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are created by averaging previous values with random weights. The fluctuations analyzed occur on the scale n 1/4, where n is the ratio of macroscopic and microscopic scales in the system. The limits of the fluctuations are described by a family of Gaussian processes. In cases of known product-form invariant distributions, this limit is a two-parameter process whose time marginals are fractional Brownian motions with Hurst parameter 1/4. Along the way we study the limits of quenched mean processes for a random walk in a space-time random environment. These limits also happen at scale n 1/4 and are described by certain Gaussian processes that we identify. In particular, when we look at a backward quenched mean process, the limit process is the solution of a stochastic heat equation. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|