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

Márton Balázs*, Firas Rassoul-Agha, Timo Seppäläinen

*Corresponding author for this work

Research output: Contribution to journalArticle (Academic Journal)peer-review

26 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)499-545
Number of pages47
JournalCommunications in Mathematical Physics
Volume266
Issue number2
DOIs
Publication statusPublished - Sept 2006

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