Indexing metadata

Fluctuations of a Surface Submitted to a Random Average Process


 
Dublin Core PKP Metadata Items Metadata for this Document
 
1. Title Title of document Fluctuations of a Surface Submitted to a Random Average Process
 
2. Creator Author's name, affiliation, country P.A. Ferrari; Universidade de Säo Paulo
 
2. Creator Author's name, affiliation, country L. R. G. Fontes; Universidade de Säo Paulo
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) random average process, random surfaces, product of random matrices, linear process, voter model, smoothing process
 
3. Subject Subject classification 60K35, 82C
 
4. Description Abstract We consider a hypersurface of dimension $d$ imbedded in a $d+1$ dimensional space. For each $x\in Z^d$, let $\eta_t(x)\in R$ be the height of the surface at site $x$ at time $t$. At rate $1$ the $x$-th height is updated to a random convex combination of the heights of the `neighbors' of $x$. The distribution of the convex combination is translation invariant and does not depend on the heights. This motion, named the random average process (RAP), is one of the linear processes introduced by Liggett (1985). Special cases of RAP are a type of smoothing process (when the convex combination is deterministic) and the voter model (when the convex combination concentrates on one site chosen at random). We start the heights located on a hyperplane passing through the origin but different from the trivial one $\eta(x)\equiv 0$. We show that, when the convex combination is neither deterministic nor concentrating on one site, the variance of the height at the origin at time $t$ is proportional to the number of returns to the origin of a symmetric random walk of dimension $d$. Under mild conditions on the distribution of the random convex combination, this gives variance of the order of $t^{1/2}$ in dimension $d=1$, $\log t$ in dimension $d=2$ and bounded in $t$ in dimensions $d\ge 3$. We also show that for each initial hyperplane the process as seen from the height at the origin converges to an invariant measure on the hyper surfaces conserving the initial asymptotic slope. The height at the origin satisfies a central limit theorem. To obtain the results we use a corresponding probabilistic cellular automaton for which similar results are derived. This automaton corresponds to the product of (infinitely dimensional) independent random matrices whose rows are independent.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 1998-05-15
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/28
 
10. Identifier Digital Object Identifier 10.1214/EJP.v3-28
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 3
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
15. Rights Copyright and permissions The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available.

Summary of the Creative Commons Attribution License

You are free
  • to copy, distribute, display, and perform the work
  • to make derivative works
  • to make commercial use of the work
under the following condition of Attribution: others must attribute the work if displayed on the web or stored in any electronic archive by making a link back to the website of EJP via its Digital Object Identifier (DOI), or if published in other media by acknowledging prior publication in this Journal with a precise citation including the DOI. For any further reuse or distribution, the same terms apply. Any of these conditions can be waived by permission of the Corresponding Author.