The variance of the shock in the HAD process

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dc.creatorColetti, Cristian F.
dc.creatorFerrari, Pablo A.
dc.creatorPimentel, Leandro P. R.
dc.date2008-01-16
dc.date.accessioned2026-07-07T08:54:52Z
dc.date.available2026-07-07T08:54:52Z
dc.descriptionWe consider the Hammersley-Aldous-Diaconis (HAD) process with sinks and sources such that there is a microscopic shock at every time $t$; denote $Z(t)$ its position. We show that the mean and variance of $Z(t)$ are linear functions of $t$ and compute explicitely the respective constants in function of the left and right densities. Furthermore, we describe the dependence of $Z(t)$ on the initial configuration in the scale $\sqrt t$ and, as a corollary, prove a central limit theorem.
dc.identifierhttps://arxiv.org/abs/0801.2526
dc.identifierhttp://arxiv.org/abs/0801.2526
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/146095
dc.subjectProbability
dc.titleThe variance of the shock in the HAD process
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