The Variance of the Shock in the Had Process

نویسندگان

  • CRISTIAN F. COLETTI
  • LEANDRO P. R. PIMENTEL
چکیده

Abstract. We consider the Hammersley-Aldous-Diaconis (HAD) process with sinks and sources such that there is a microscopic shock at every time t; denote Z(t) its position. We show that the mean and variance of Z(t) are linear functions of t and compute explicitely the respective constants in function of the left and right densities. Furthermore, we describe the dependence of Z(t) on the initial configuration in the scale √ t and, as a corollary, prove a central limit theorem.

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تاریخ انتشار 2008