Scaling limit of the collision measures of multiple random walks
Probability
2022-03-17 v1
Abstract
For an integer , let be independent simple symmetric random walks on . A pair is called a collision event if there are at least two distinct random walks, namely, satisfying . 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 . 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