Space-Time Current Process for Independent Random Walks in One Dimension
| dc.creator | Kumar, Rohini | |
| dc.date | 2008-07-21 | |
| dc.date | 2008-10-21 | |
| dc.date.accessioned | 2026-07-07T10:13:33Z | |
| dc.date.available | 2026-07-07T10:13:33Z | |
| dc.description | 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 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. | |
| dc.description | to appear in Alea | |
| dc.identifier | https://arxiv.org/abs/0807.3313 | |
| dc.identifier | http://arxiv.org/abs/0807.3313 | |
| dc.identifier | ALEA Lat. Am. J. Probab. Math. Stat. 4 (2008), 307 -- 336 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/172568 | |
| dc.subject | Probability | |
| dc.subject | 60K35, 60F10 | |
| dc.title | Space-Time Current Process for Independent Random Walks in One Dimension | |
| dc.type | text |