English

Scaling limit of the collision measures of multiple random walks

Probability 2022-03-17 v1

Abstract

For an integer k2k\ge 2, let S(1),S(2),,S(k)S^{(1)}, S^{(2)}, \dots, S^{(k)} be kk independent simple symmetric random walks on Z\mathbb{Z}. A pair (n,z)(n,z) is called a collision event if there are at least two distinct random walks, namely, S(i),S(j)S^{(i)},S^{(j)} satisfying Sn(i)=Sn(j)=zS^{(i)}_n= S^{(j)}_n=z. We show that under the same scaling as in Donsker's theorem, the sequence of random measures representing these collision events converges to a non-trivial random measure on [0,1]×R[0,1]\times \mathbb{R}. Moreover, the limit random measure can be characterized using Wiener chaos. The proof is inspired by methods from statistical mechanics, especially, by a partition function that has been developed for the study of directed polymers in random environments.

Keywords

Cite

@article{arxiv.2203.08523,
  title  = {Scaling limit of the collision measures of multiple random walks},
  author = {Dinh-Toan Nguyen},
  journal= {arXiv preprint arXiv:2203.08523},
  year   = {2022}
}

Comments

37 pages, 1 figure