Hammersley's harness process: invariant distributions and height fluctuations
Probability
2015-04-28 v1
Abstract
We study the invariant distributions of Hammersley's serial harness process in all dimensions and height fluctuations in one dimension. Subject to mild moment assumptions there is essentially one unique invariant distribution, and all other invariant distributions are obtained by adding harmonic functions of the averaging kernel. We identify one Gaussian case where the invariant distribution is i.i.d. Height fluctuations in one dimension obey the stochastic heat equation with additive noise (Edwards-Wilkinson universality). We prove this for correlated initial data subject to polynomial decay of strong mixing coefficients, including process-level tightness in the Skorohod space of space-time trajectories.
Cite
@article{arxiv.1504.07139,
title = {Hammersley's harness process: invariant distributions and height fluctuations},
author = {Timo Seppäläinen and Yun Zhai},
journal= {arXiv preprint arXiv:1504.07139},
year = {2015}
}
Comments
40 pages