Current fluctuations for independent random walks in multiple dimensions

DOI10.1007/S10959-010-0317-4MaRDI QIDQ662872zbMATH OpenOpenAlexFDO

Authors Rohini Kumar

Publication date 13 February 2012

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://arxiv.org/abs/1009.2732

zbMATH Keywords

distribution-valued processgeneralized Ornstein-Uhlenbeck processindependent random walksscaling limit

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: 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 $vecv$, the common mean velocity of the random walks. Consider a box centered around an observer who starts at the origin and moves with constant velocity $vecv$. To observe interesting fluctuations beyond the translation of initial density fluctuations, we measure the net flux of particles over time into this moving box. We call this the ``box-current" process. We generalize this current process to a distribution valued process. Scaling time by $n$ and space by $sqrtn$ gives current fluctuations of order $n^{d/4}$ where $d$ is the space dimension. The scaling limit of the normalized current process is a distribution valued Gaussian process with given covariance. The limiting current process is equal in distribution to the solution of a given stochastic partial differential equation which is related to the generalized Ornstein-Uhlenbeck process.

Review text

Let \(\eta_0(x)\) be the number of particles at site \(x\in\mathbb{Z}^d\). Assume that these particles evolve like i.i.d. continuous random walks. Denote by \(X_{m,j}(t)\), where \(m\in\mathbb{Z}^d\) and \(j=1,\ldots, \eta_0(m)\), the position at time \(t>0\) of the \(j\)-th random walk starting at site \(m\). The common jump rates of the random walks are given by a probability kernel \(\{p(x), x\in\mathbb{Z}^d\}\). Set \(\vec{v}=\sum_x xp(x)\). Scaling space by \(\sqrt{n}\) and time by \(n\), the author studies (under specified conditions) a sequence of current processes \[ \xi_n(t,\phi):= n^{-\frac{d}{4}}\sum_{m\in\mathbb{Z}^d} \sum_{j=1}^{\eta_0(m)}\left[\phi\left(\frac{X_{m,j} (nt)-[n\vec{v}t]}{\sqrt{n}}\right) -\phi\left(\frac{m}{\sqrt{n}}\right)\right], \] where \(\phi\) belongs to the Schwartz space \(S(\mathbb{R}^d)\). It is proved that \(\xi_n(\cdot,\cdot)\to \xi(\cdot,\cdot)\) in law in the Skorokhod space \(D([0,T],S'(\mathbb{R}^d))\) as \(n\to \infty\); here, \(S'(\mathbb{R}^d)\) is the dual space to \(S(\mathbb{R}^d)\). The limiting process \(\xi\) is a Gaussian one with mean zero and explicit covariance function. Also, the corresponding result is established for the scaled ``box-current process (describing the difference between the number of particles inside the box at time \(t\) and the number of particles initially inside the box). The limiting current process is equal in law to the solution of a given stochastic partial differential equation which is related to the generalized Ornstein-Uhlenbeck process.

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Cited in

(6)

• Second-order fluctuations and current across characteristic for a one-dimensional growth model of independent random walks
• Time fluctuations of the random average process with parabolic initial conditions.
• Space-Time Current Process for Independent Random Walks in One Dimension
• A stochastic Burgers equation from a class of microscopic interactions
• Edwards-Wilkinson fluctuations in the Howitt-Warren flows
• Current fluctuations of a system of one-dimensional random walks in random environment

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