Use este identificador para citar ou linkar para este item: https://repositorio.ufba.br/handle/ri/7324
Tipo: Artigo de Periódico
Título: Time fuctuations of the random average process with parabolic initial conditions
Título(s) alternativo(s): Stochastic Processes and their Applications
Autor(es): Fontes, L.R.G.
Medeiros, D.P.
Vachkovskaia, M.
Autor(es): Fontes, L.R.G.
Medeiros, D.P.
Vachkovskaia, M.
Abstract: The random average process is a randomly evolving d-dimensional surface whose heights are updated by random convex combinations of neighboring heights. The !uctuations of this process in case of linear initial conditions have been studied before. In this paper, we analyze the case of polynomial initial conditions of degree 2 and higher. Speci8cally, we prove that the time !uctuations of a initial parabolic surface are of order n2−d=2 for d=1; 2; 3; log n in d=4; and are bounded in d¿5. We establish a central limit theorem in d = 1. In the bounded case of d¿5, we exhibit an invariant measure for the process as seen from the average height at the origin and describe its asymptotic space !uctuations. We consider brie!y the case of initial polynomial surfaces of higher degree to show that their time !uctuations are not bounded in high dimensions, in contrast with the linear and parabolic cases. c 2002 Elsevier Science B.V. All rights reserved.
Palavras-chave: Random average process
Random surfaces
Harness process
Linear process
Surface !uctuations
Central limit theorem
URI: http://www.repositorio.ufba.br/ri/handle/ri/7324
Data do documento: 2003
Aparece nas coleções:Artigo Publicado em Periódico (IME)

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