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 ; denote its position. We show that the mean and variance of are linear functions of and compute explicitely the respective constants in function of the left and right densities. Furthermore, we describe the dependence of on the initial configuration in the scale 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}
}