TY - JOUR
T1 - The random average process and random walk in a space-time random environment in one dimension
AU - Balázs, Márton
AU - Rassoul-Agha, Firas
AU - Seppäläinen, Timo
PY - 2006/9
Y1 - 2006/9
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=33746215047&partnerID=8YFLogxK
U2 - 10.1007/s00220-006-0036-y
DO - 10.1007/s00220-006-0036-y
M3 - Article (Academic Journal)
AN - SCOPUS:33746215047
SN - 0010-3616
VL - 266
SP - 499
EP - 545
JO - Communications in Mathematical Physics
JF - Communications in Mathematical Physics
IS - 2
ER -