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Space-Time Current Process for Independent Random Walks in One Dimension

Probability 2008-10-29 v2

Abstract

In a system made up of independent random walks, fluctuations of order n1/4n^{1/4} from the hydrodynamic limit come from particle current across characteristics. We show that a two-parameter space-time particle current process converges to a two-parameter Gaussian process. These Gaussian processes also appear as the limit for the one-dimensional random average process. The final section of this paper looks at large deviations of the current process.

Keywords

Cite

@article{arxiv.0807.3313,
  title  = {Space-Time Current Process for Independent Random Walks in One Dimension},
  author = {Rohini Kumar},
  journal= {arXiv preprint arXiv:0807.3313},
  year   = {2008}
}

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to appear in Alea

R2 v1 2026-06-21T11:02:48.550Z