arXiv:0807.3313 [math.PR]AbstractReferencesReviewsResources
Space-Time Current Process for Independent Random Walks in One Dimension
Published 2008-07-21, updated 2008-10-21Version 2
In a system made up of independent random walks, fluctuations of order $n^{1/4}$ from the hydrodynamic limit come from particle current across characteristics. We show that a two-parameter space-time particle current process converges to a two-parameter Gaussian process. These Gaussian processes also appear as the limit for the one-dimensional random average process. The final section of this paper looks at large deviations of the current process.
Comments: to appear in Alea
Journal: ALEA Lat. Am. J. Probab. Math. Stat. 4 (2008), 307 -- 336
Categories: math.PR
Keywords: independent random walks, space-time current process, space-time particle current process converges, two-parameter space-time particle current process, one-dimensional random average process
Tags: journal article
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