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Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…

Probability · Mathematics 2010-09-15 Rohini Kumar

We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…

Probability · Mathematics 2007-09-12 Marton Balazs , Firas Rassoul-Agha , Timo Seppalainen

In a system made up of independent random walks, fluctuations of order $n^{1/4}$ from the hydrodynamic limit come from particle current across characteristics. We show that a two-parameter space-time particle current process converges to a…

Probability · Mathematics 2008-10-29 Rohini Kumar

This review article discusses limit distributions and variance bounds for particle current in several dynamical stochastic systems of particles on the one-dimensional integer lattice: independent particles, independent particles in a random…

Probability · Mathematics 2010-07-01 Timo Seppäläinen

Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n^{1/2} one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of…

Probability · Mathematics 2007-05-23 Timo Seppalainen

We study current fluctuations in a one-dimensional interacting particle system known as the dual smoothing process that is dual to random motions in a Howitt-Warren flow. The Howitt-Warren flow can be regarded as the transition kernels of a…

Probability · Mathematics 2015-11-10 Jinjiong Yu

We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…

Probability · Mathematics 2010-03-23 Martin Bender

We study a simple model for the trajectory of a particle in a turbulent fluid, where a Brownian motion travels through a random Gaussian velocity field. We study the quenched law of the process and prove that in a weak environment setting,…

Probability · Mathematics 2022-08-26 Dom Brockington , Jon Warren

We consider transient nearest-neighbor random walks in random environment on Z. For a set of environments whose probability is converging to 1 as time goes to infinity, we describe the fluctuations of the hitting time of a level n, around…

Probability · Mathematics 2013-04-16 Nathanaël Enriquez , Christophe Sabot , Laurent Tournier , Olivier Zindy

This paper concerns the propagation of particles through a quenched random medium. In the one- and two-dimensional models considered, the local dynamics is given by expanding circle maps and hyperbolic toral automorphisms, respectively. The…

Dynamical Systems · Mathematics 2011-10-18 Tapio Simula , Mikko Stenlund

In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…

Probability · Mathematics 2025-10-28 Hindy Drillick , Shalin Parekh

We consider an i.i.d. random environment with a strong form of transience on the two dimensional integer lattice. Namely, the walk always moves forward in the y-direction. We prove a functional CLT for the quenched expected position of the…

Probability · Mathematics 2008-09-03 Mathew Joseph

A totally asymmetric exclusion process consisting of classical particles with next-nearest-neighbor interactions has been considered on a 1D discrete lattice with a ring geometry. Using large deviation techniques, we have investigated…

Statistical Mechanics · Physics 2020-01-29 Sara Kaviani , Farhad H. Jafarpour

We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents,…

Statistical Mechanics · Physics 2013-10-29 Carlos P. Espigares , Pedro L. Garrido , Pablo I. Hurtado

In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…

Statistical Mechanics · Physics 2016-03-21 Rodrigo Villavicencio-Sanchez , Rosemary J. Harris

The evolution of many stochastic systems is accurately described by random walks on graphs. We here explore the close connection between local steady-state fluctuations of random walks and the global structure of the underlying graph.…

Statistical Mechanics · Physics 2022-10-25 M. Bruderer

We investigate the problem of effusion of particles initially confined in a finite one-dimensional box of size $L$. We study both passive as well active scenarios, involving non-interacting diffusive particles and run-and-tumble particles,…

Statistical Mechanics · Physics 2025-02-03 Arup Biswas , Stephy Jose , Arnab Pal , Kabir Ramola

We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a…

Statistical Mechanics · Physics 2015-06-05 P. L. Krapivsky , Baruch Meerson

It is known that after scaling a random Motzkin path converges to a Brownian excursion. We prove that the fluctuations of the counting processes of the ascent steps, the descent steps and the level steps converge jointly to linear…

Probability · Mathematics 2019-12-30 Włodzimierz Bryc , Yizao Wang

Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…

Statistical Mechanics · Physics 2011-10-31 Pablo I. Hurtado , Pedro L. Garrido
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