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
  • [41] Number variance for hierarchical random walks and related fluctuations
    Bojdecki, Tomasz
    Gorostiza, Luis G.
    Talarczyk, Anna
    [J]. ELECTRONIC JOURNAL OF PROBABILITY, 2011, 16 : 2059 - 2079
  • [42] THE HITTING TIME OF MULTIPLE RANDOM WALKS
    Patel, Rushabh
    Carron, Andrea
    Bullo, Francesco
    [J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2016, 37 (03) : 933 - 954
  • [43] Multiple Random Walks on Paths and Grids
    Ivaskovic, Andrej
    Kosowski, Adrian
    Pajak, Dominik
    Sauerwald, Thomas
    [J]. 34TH SYMPOSIUM ON THEORETICAL ASPECTS OF COMPUTER SCIENCE (STACS 2017), 2017, 66
  • [44] Random Walks with Multiple Step Lengths
    Boczkowski, Lucas
    Guinard, Brieuc
    Korman, Amos
    Lotker, Zvi
    Renault, Marc
    [J]. LATIN 2018: THEORETICAL INFORMATICS, 2018, 10807 : 174 - 186
  • [45] Densities of short uniform random walks in higher dimensions
    Borwein, Jonathan M.
    Straub, Armin
    Vignat, Christophe
    [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2016, 437 (01) : 668 - 707
  • [46] A note on the intersections of two random walks in two dimensions
    Vogel, Quirin
    [J]. STATISTICS & PROBABILITY LETTERS, 2021, 178
  • [47] Intersections of random walks and Wiener sausages in four dimensions
    Albeverio, S
    Zhou, XY
    [J]. ACTA APPLICANDAE MATHEMATICAE, 1996, 45 (02) : 195 - 237
  • [48] Fractal dimensions and trajectory crossings in correlated random walks
    Dubey, A.
    Meibohm, J.
    Gustavsson, K.
    Mehlig, B.
    [J]. PHYSICAL REVIEW E, 2018, 98 (06)
  • [49] Capacity of the Range of Branching Random Walks in Low Dimensions
    Tianyi Bai
    Yueyun Hu
    [J]. Proceedings of the Steklov Institute of Mathematics, 2022, 316 : 26 - 39
  • [50] Record statistics for multiple random walks
    Wergen, Gregor
    Majumdar, Satya N.
    Schehr, Gregory
    [J]. PHYSICAL REVIEW E, 2012, 86 (01):