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 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.
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}
}
Comments
to appear in Alea