Asymmetric cooperative motion in one dimension
Probability
2021-10-26 v2 Numerical Analysis
Analysis of PDEs
Numerical Analysis
Abstract
We prove distributional convergence for a family of random processes on , which we call asymmetric cooperative motions. The model generalizes the "totally asymmetric hipster random walk" introduced in [Addario-Berry, Cairns, Devroye, Kerriou and Mitchell, 2020]. We present a novel approach based on connecting a temporal recurrence relation satisfied by the cumulative distribution functions of the process to the theory of finite difference schemes for Hamilton-Jacobi equations [Crandall and Lyons, 1984]. We also point out some surprising lattice effects that can persist in the distributional limit, and propose several generalizations and directions for future research.
Cite
@article{arxiv.2104.03369,
title = {Asymmetric cooperative motion in one dimension},
author = {Louigi Addario-Berry and Erin Beckman and Jessica Lin},
journal= {arXiv preprint arXiv:2104.03369},
year = {2021}
}
Comments
28 pages, to appear in Transactions of the AMS