The Random Average Process and Random Walk in a Space-time Random Environment in One Dimension

نویسنده

  • TIMO SEPPÄLÄINEN
چکیده

We study space-time fluctuations around a characteristic line for a onedimensional 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 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 14 . 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 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.

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تاریخ انتشار 2006