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

被引:25
作者
Balazs, Marton
Rassoul-Agha, Firas
Seppalainen, Timo
机构
[1] Univ Wisconsin, Dept Math, Madison, WI 53706 USA
[2] Ohio State Univ, Math Biosci Inst, Columbus, OH 43210 USA
基金
美国国家科学基金会;
关键词
D O I
10.1007/s00220-006-0036-y
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
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 invariant distributions, 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.
引用
收藏
页码:499 / 545
页数:47
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