English

The variance of the shock in the HAD process

Probability 2008-01-17 v1

Abstract

We consider the Hammersley-Aldous-Diaconis (HAD) process with sinks and sources such that there is a microscopic shock at every time tt; denote Z(t)Z(t) its position. We show that the mean and variance of Z(t)Z(t) are linear functions of tt and compute explicitely the respective constants in function of the left and right densities. Furthermore, we describe the dependence of Z(t)Z(t) on the initial configuration in the scale t\sqrt t and, as a corollary, prove a central limit theorem.

Cite

@article{arxiv.0801.2526,
  title  = {The variance of the shock in the HAD process},
  author = {Cristian F. Coletti and Pablo A. Ferrari and Leandro P. R. Pimentel},
  journal= {arXiv preprint arXiv:0801.2526},
  year   = {2008}
}
R2 v1 2026-06-21T10:03:32.933Z