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.
机构:
School of Statistics and Mathematics, Zhejiang Gongshang UniversitySchool of Statistics and Mathematics, Zhejiang Gongshang University
Zhen Long CHEN
Jun WANG
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School of Statistics and Mathematics, Zhejiang Gongshang University
School of Mathematics and Finance, Chuzhou UniversitySchool of Statistics and Mathematics, Zhejiang Gongshang University
Jun WANG
Dong Sheng WU
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Department of Mathematical Sciences, University of Alabama in HuntsvilleSchool of Statistics and Mathematics, Zhejiang Gongshang University
机构:
Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Peoples R ChinaZhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Peoples R China
Chen, Zhen Long
Wang, Jun
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Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Peoples R China
Chuzhou Univ, Sch Math & Finance, Chuzhou 239000, Peoples R ChinaZhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Peoples R China
Wang, Jun
Wu, Dong Sheng
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Univ Alabama, Dept Math Sci, Huntsville, AL 35899 USAZhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Peoples R China
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Univ. Bretagne-Sud,CNRS UMR 6205,LMBA,Campus de Tohannic,F-56000 Vannes,France
School of Mathematics and Computing Science,Changsha University of Science and TechnologyLaboratory of Mathematics and Complex Systems,School of Mathematical Sciences,Beijing Normal University
刘全升
汪和松
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School of Mathematics and Computing Science,Changsha University of Science and TechnologyLaboratory of Mathematics and Complex Systems,School of Mathematical Sciences,Beijing Normal University