首页> 外文学位 >Current fluctuations for independent random walks.
【24h】

Current fluctuations for independent random walks.

机译:独立随机游走的电流波动。

获取原文
获取原文并翻译 | 示例

摘要

Current fluctuations are a topic of much interest in the area of interacting particle systems. In this thesis we study current fluctuations in a system of independent and identically distributed random walks. In this particle system, the hydrodynamic limit of particle density satisfies a linear first-order hyperbolic partial differential equation (i.e. the transport equation). The characteristics of this partial differential equation are straight lines with slope given by the average velocity of the random walks. In 2003, Seppalainen first studied current fluctuations across characteristics for a system of asymmetric independent random walks in one dimension, for a large class of initial configurations. In this thesis we extend his results and find the scaling limit of particle currents off characteristics. We construct a two parameter current process, the parameters being time and spatial distance from the characteristics, and show that it converges to a two parameter Gaussian process with given covariance. We also extend the idea of currents across characteristics to higher dimensions and construct a distribution valued current process to capture fluctuations in a system of independent random walks in multiple dimensions. The scaling limit of the current process in multiple dimensions is found to be a distribution valued Gaussian process with given covariance. Large deviation results about the current process in the one dimensional model are also presented.
机译:在相互作用的粒子系统领域,电流波动是一个非常令人感兴趣的话题。在本文中,我们研究了独立且分布均匀的随机游走系统中的电流波动。在该粒子系统中,粒子密度的流体力学极限满足线性一阶双曲偏微分方程(即输运方程)。该偏微分方程的特征是具有由随机游走的平均速度给定的斜率的直线。 2003年,Seppalainen首次针对一大类初始配置,研究了一维非对称独立随机游走系统的跨特征电流波动。在本文中,我们扩展了他的结果,并找到了粒子流偏离特性的定标极限。我们构造了一个两参数电流过程,参数是距特征的时间和空间距离,并表明它收敛到具有给定协方差的两参数高斯过程。我们还将跨特性的电流的概念扩展到更高的维度,并构造一个分布有价值的电流过程,以捕获多维的独立随机游走系统中的波动。发现当前过程在多个维度上的缩放极限是具有给定协方差的分布值高斯过程。还提出了一维模型中有关当前过程的较大偏差结果。

著录项

  • 作者

    Kumar, Rohini.;

  • 作者单位

    The University of Wisconsin - Madison.;

  • 授予单位 The University of Wisconsin - Madison.;
  • 学科 Mathematics.
  • 学位 Ph.D.
  • 年度 2009
  • 页码 96 p.
  • 总页数 96
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号