Current Fluctuations for Independent Random Walks in Multiple Dimensions

被引:0
|
作者
Rohini Kumar
机构
[1] UCSB,Statistics and Applied Probability
来源
关键词
Independent random walks; Hydrodynamic limit; Current fluctuations; Distribution-valued process; Generalized Ornstein–Uhlenbeck process; 60K35; 60F10; 60F17; 60G15;
D O I
暂无
中图分类号
学科分类号
摘要
Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\vec{v}$\end{document}, the common mean velocity of the random walks. Consider a box centered around an observer who starts at the origin and moves with constant velocity \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\vec{v}$\end{document}. To observe interesting fluctuations beyond the translation of initial density fluctuations, we measure the net flux of particles over time into this moving box. We call this the “box-current” process.
引用
收藏
页码:1170 / 1195
页数:25
相关论文
共 50 条
  • [1] Current Fluctuations for Independent Random Walks in Multiple Dimensions
    Kumar, Rohini
    [J]. JOURNAL OF THEORETICAL PROBABILITY, 2011, 24 (04) : 1170 - 1195
  • [2] Multiple dimensions for random walks
    Topgaard, Daniel
    [J]. JOURNAL OF MAGNETIC RESONANCE, 2019, 306 : 150 - 154
  • [3] CURRENT FLUCTUATIONS OF A SYSTEM OF ONE-DIMENSIONAL RANDOM WALKS IN RANDOM ENVIRONMENT
    Peterson, Jonathon
    Seppaelaeinen, Timo
    [J]. ANNALS OF PROBABILITY, 2010, 38 (06): : 2258 - 2294
  • [4] RANDOM WALKS AND DIMENSIONS OF RANDOM TREES
    Konsowa, Mokhtar H.
    [J]. INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2010, 13 (04) : 677 - 689
  • [5] Step fluctuations and random walks
    Bisani, M
    Selke, W
    [J]. SURFACE SCIENCE, 1999, 437 (1-2) : 137 - 144
  • [6] Random walks in varying dimensions
    Benjamini, I
    Pemantle, R
    Peres, Y
    [J]. JOURNAL OF THEORETICAL PROBABILITY, 1996, 9 (01) : 231 - 244
  • [7] Fluctuations of random walks in critical random environments
    Mardoukhi, Yousof
    Jeon, Jae-Hyung
    Chechkin, Aleksei, V
    Metzler, Ralf
    [J]. PHYSICAL CHEMISTRY CHEMICAL PHYSICS, 2018, 20 (31) : 20427 - 20438
  • [8] Second-order fluctuations and current across characteristic for a one-dimensional growth model of independent random walks
    Seppäläinen, T
    [J]. ANNALS OF PROBABILITY, 2005, 33 (02): : 759 - 797
  • [9] FLUCTUATIONS IN RANDOM-WALKS WITH RANDOM TRAPS
    LUBENSKY, TC
    [J]. PHYSICAL REVIEW A, 1984, 30 (05) : 2657 - 2665
  • [10] Random walk on random walks: higher dimensions
    Blondel, Oriane
    Hilario, Marcelo R.
    dos Santos, Renato S.
    Sidoravicius, Vladas
    Teixeira, Augusto
    [J]. ELECTRONIC JOURNAL OF PROBABILITY, 2019, 24