SearcharxivSearch

arXiv · math/9909011

Perturbation of the equilibrium for a totally asymmetric stick process in one dimension

Abstract

We study the evolution of a small perturbation of the equilibrium of a totally asymmetric one-dimensional interacting system. The model we take as example is Hammersley's process as seen from a tagged particle, which can be viewed as a process of interacting positive-valued stick heights on the sites of Z. It is known that under Euler scaling (space and time scale n) the empirical stick profile obeys the Burgers equation. We refine this result in two ways: If the process starts close enough to equilibrium, then over times n^νfor 1\leν<3, and up to errors that vanish in hydrodynamic scale, the dynamics merely translates the initial stick configuration. A time evolution for the perturbation is visible under a particular family of scalings: over times n^ν, 1<ν<3/2, a perturbation of order n^(1-ν) from equilibrium follows the inviscid Burgers equation. The results for the stick model are derived from asymptotic results for tagged particles in Hammersley's process.

Explore related subjects

Keep this discovery

BibTeXRIS

Timo Seppalainen. 1999-09-02. Perturbation of the equilibrium for a totally asymmetric stick process in one dimension. https://arxiv.org/abs/math/9909011

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