Hammersley's harness process: invariant distributions and height fluctuations

DOI10.1214/15-AIHP717MaRDI QIDQ520780zbMATH OpenOpenAlexFDO

Authors Timo Seppäläinen, Yun Zhai

Publication date 6 April 2017

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.07139, https://projecteuclid.org/euclid.aihp/1486544893

zbMATH Keywords

random walkGaussian processfractional Brownian motionfluctuationsinterfacestochastic heat equationtightnesslinear processEdwards-Wilkinson universality classharmonic crystalharness processstrong mixing coefficients

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sums of independent random variables; random walks (60G50)

Abstract: We study the invariant distributions of Hammersley's serial harness process in all dimensions and height fluctuations in one dimension. Subject to mild moment assumptions there is essentially one unique invariant distribution, and all other invariant distributions are obtained by adding harmonic functions of the averaging kernel. We identify one Gaussian case where the invariant distribution is i.i.d. Height fluctuations in one dimension obey the stochastic heat equation with additive noise (Edwards-Wilkinson universality). We prove this for correlated initial data subject to polynomial decay of strong mixing coefficients, including process-level tightness in the Skorohod space of space-time trajectories.

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Cited in

(6)

• Variations on Hammersley’s interacting particle process
• Edwards-Wilkinson fluctuations in the Howitt-Warren flows
• The serial harness interacting with a wall
• Discrete Hammersley's lines with sources and sinks
• Space-time correlations of a Gaussian interface
• An invariance principle for the stochastic heat equation

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