Space-Time Current Process for Independent Random Walks in One Dimension

MaRDI QIDQ3623887zbMATH OpenFDO

Authors Rohini Kumar

Publication date 27 April 2009

Full work available at URL https://arxiv.org/abs/0807.3313

zbMATH Keywords

fluctuationshydrodynamic limitindependent random walkslarge deviation

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: 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.

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(12)

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• Current fluctuations of a system of one-dimensional random walks in random environment
• Scaling limits of directed polymers in spatial-correlated environment
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