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https://repositorio.ufba.br/handle/ri/7324
metadata.dc.type: | Artigo de Periódico |
Título : | Time fuctuations of the random average process with parabolic initial conditions |
Otros títulos : | Stochastic Processes and their Applications |
Autor : | Fontes, L.R.G. Medeiros, D.P. Vachkovskaia, M. |
metadata.dc.creator: | Fontes, L.R.G. Medeiros, D.P. Vachkovskaia, M. |
Resumen : | 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. |
Palabras clave : | Random average process Random surfaces Harness process Linear process Surface !uctuations Central limit theorem |
URI : | http://www.repositorio.ufba.br/ri/handle/ri/7324 |
Fecha de publicación : | 2003 |
Aparece en las colecciones: | Artigo Publicado em Periódico (IME) |
Ficheros en este ítem:
Fichero | Descripción | Tamaño | Formato | |
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1-s2.0-S0304414902002107-main.pdf | 240,44 kB | Adobe PDF | Visualizar/Abrir |
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