The random average process and random walk in a space-time random environment in one dimension

DOI10.1007/S00220-006-0036-YzbMATH Open1129.60097arXivmath/0507226OpenAlexW3102703886MaRDI QIDQ881634FDOQ881634

Firas Rassoul-Agha, Timo Seppäläinen, Márton Balázs

Publication date: 31 May 2007

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are created by averaging previous values with random weights. The fluctuations analyzed occur on the scale n^{1/4} where n is the ratio of macroscopic and microscopic scales in the system. The limits of the fluctuations are described by a family of Gaussian processes. In cases of known product-form equilibria, this limit is a two-parameter process whose time marginals are fractional Brownian motions with Hurst parameter 1/4. Along the way we study the limits of quenched mean processes for a random walk in a space-time random environment. These limits also happen at scale n^{1/4} and are described by certain Gaussian processes that we identify. In particular, when we look at a backward quenched mean process, the limit process is the solution of a stochastic heat equation.

Full work available at URL: https://arxiv.org/abs/math/0507226

zbMATH Keywords

asymmetric interacting particle systemsrandom average processspace-time random walks

Mathematics Subject Classification ID

Processes in random environments (60K37) Interacting particle systems in time-dependent statistical mechanics (82C22)

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Cited In (16)

• Edwards-Wilkinson fluctuations in the Howitt-Warren flows
• Large deviations for sticky Brownian motions
• Large deviations and wandering exponent for random walk in a dynamic beta environment
• KPZ equation limit of sticky Brownian motion
• Quenched invariance principle for multidimensional ballistic random walk in a random environment with a forbidden direction
• Exact solution for a random walk in a time-dependent 1D random environment: the point-to-point Beta polymer
• Moderate deviations for diffusion in time dependent random media
• Kardar-Parisi-Zhang equation and large deviations for random walks in weak random environments
• Rates of convergence to equilibrium for potlatch and smoothing processes
• Scaling limit of an equilibrium surface under the random average process
• A stochastic Burgers equation from a class of microscopic interactions
• Order of current variance and diffusivity in the asymmetric simple exclusion process
• Characterizing stationary \(1+1\) dimensional lattice polymer models
• Microscopic concavity and fluctuation bounds in a class of deposition processes
• A quenched local limit theorem for stochastic flows
• An invariance principle for the stochastic heat equation

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