Current Fluctuations for Independent Random Walks in Multiple Dimensions

被引:0
作者
Rohini Kumar
机构
[1] UCSB,Statistics and Applied Probability
来源
Journal of Theoretical Probability | 2011年 / 24卷
关键词
Independent random walks; Hydrodynamic limit; Current fluctuations; Distribution-valued process; Generalized Ornstein–Uhlenbeck process; 60K35; 60F10; 60F17; 60G15;
D O I
暂无
中图分类号
学科分类号
摘要
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 \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\vec{v}$\end{document}, 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 \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\vec{v}$\end{document}. 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.
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页码:1170 / 1195
页数:25
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