Hammersley's harness process: invariant distributions and height fluctuations

DOI10.1214/15-AIHP717zbMATH Open1361.60096arXiv1504.07139OpenAlexW2962888766MaRDI QIDQ520780FDOQ520780

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)

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.

Full work available at URL: https://arxiv.org/abs/1504.07139

Recommendations

• Harness processes and harmonic crystals
• Shock fluctuations for the Hammersley process
• Discrete Hammersley's lines with sources and sinks
• Hammersley's process with sources and sinks
• The serial harness interacting with a wall

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)

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

This page was built for publication: Hammersley's harness process: invariant distributions and height fluctuations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q520780)