SearcharxivSearch

arXiv · 2312.16236

Scaling limit of the triangular kinetic prudent walk

Abstract

Expressions for scaling limits of random walks, such as those obtained in several areas of the Probability theory literature, are of great significance in characterizing long term, stationary behavior of random processes. Presumably, in the limit of extremely long periods of time random walks and other stochastic processes including percolation are expected to fall into several \textit{universality classes}; such classes are of great significance in being able to disregard local, microscopic, dynamics, in favor of similar stationary dynamics in the bulk over long times. While several probabilistic models of interest are expected to behave similarly with respect to time, differences in fluctuations of limit shapes, and other stationary profiles, are expected to emerge. Given expressions obtained for the scaling limit of the kinetic prudent walk that have been obtained by Beffara, Friedli, and Velenik, in addition to the scaling limit for the kinetic uniform walk that have been obtained by Petrelis, Sun and Torri, we answer several questions pertaining to limit shapes, for the triangular prudent walk. While one would expect that the kinetic prudent walks, either over the square or triangular lattices, would have differing limit shapes, determining whether any differences between the scaling limit normalizations, and related quantities, emerge is of interest. In comparison to previously obtained scaling limits, we incorporate symmetries of the triangular lattice for computing the scale limit, beginning with a suitable basis.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Pete Rigas. 2023-12-25. Scaling limit of the triangular kinetic prudent walk. https://arxiv.org/abs/2312.16236

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR