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

机译:随机平均过程和随机行走的时空随机   一维环境

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摘要

We study space-time fluctuations around a characteristic line for aone-dimensional interacting system known as the random average process. Thestate of this system is a real-valued function on the integers. New values ofthe function are created by averaging previous values with random weights. Thefluctuations analyzed occur on the scale n^{1/4} where n is the ratio ofmacroscopic and microscopic scales in the system. The limits of thefluctuations are described by a family of Gaussian processes. In cases of knownproduct-form equilibria, this limit is a two-parameter process whose timemarginals are fractional Brownian motions with Hurst parameter 1/4. Along theway we study the limits of quenched mean processes for a random walk in aspace-time random environment. These limits also happen at scale n^{1/4} andare described by certain Gaussian processes that we identify. In particular,when we look at a backward quenched mean process, the limit process is thesolution of a stochastic heat equation.
机译:我们研究一维相互作用系统(称为随机平均过程)的特征线周围的时空波动。该系统的状态是整数的实值函数。通过使用随机权重对以前的值求平均值来创建函数的新值。所分析的波动发生在尺度n ^ {1/4}上,其中n是系统中宏观尺度与微观尺度的比率。波动的极限由一系列高斯过程来描述。在已知产品形式平衡的情况下,此限制是一个两参数过程,其时间边际是分数的布朗运动,其Hurst参数为1/4。在此过程中,我们研究了时空随机环境中随机游走的淬灭平均过程的极限。这些限制也发生在尺度n ^ {1/4}上,并由我们确定的某些高斯过程描述。特别地,当我们看一个向后淬火的均值过程时,极限过程就是一个随机热方程的解。

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