Abstract
We discuss the non-equilibrium fluctuation problem, which corresponds to the hydrodynamic limit established by Funaki and Sasada (2010) [9], for the dynamics of two-dimensional Young diagrams associated with the uniform and restricted uniform statistics, and derive linear stochastic partial differential equations in the limit. We show that their invariant measures are identical to the Gaussian measures which appear in the fluctuation limits in the static situations.
| Original language | English |
|---|---|
| Pages (from-to) | 1229-1275 |
| Number of pages | 47 |
| Journal | Stochastic Processes and their Applications |
| Volume | 123 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 2013 |
| Externally published | Yes |
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Keywords
- Exclusion process
- Fluctuation
- Hydrodynamic limit
- Young diagram
- Zero-range process
ASJC Scopus subject areas
- Statistics and Probability
- Modelling and Simulation
- Applied Mathematics
Cite this
Fluctuations in an evolutional model of two-dimensional Young diagrams. / Funaki, Tadahisa; Sasada, Makiko; Sauer, Martin; Xie, Bin.
In: Stochastic Processes and their Applications, Vol. 123, No. 4, 2013, p. 1229-1275.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Fluctuations in an evolutional model of two-dimensional Young diagrams
AU - Funaki, Tadahisa
AU - Sasada, Makiko
AU - Sauer, Martin
AU - Xie, Bin
PY - 2013
Y1 - 2013
N2 - We discuss the non-equilibrium fluctuation problem, which corresponds to the hydrodynamic limit established by Funaki and Sasada (2010) [9], for the dynamics of two-dimensional Young diagrams associated with the uniform and restricted uniform statistics, and derive linear stochastic partial differential equations in the limit. We show that their invariant measures are identical to the Gaussian measures which appear in the fluctuation limits in the static situations.
AB - We discuss the non-equilibrium fluctuation problem, which corresponds to the hydrodynamic limit established by Funaki and Sasada (2010) [9], for the dynamics of two-dimensional Young diagrams associated with the uniform and restricted uniform statistics, and derive linear stochastic partial differential equations in the limit. We show that their invariant measures are identical to the Gaussian measures which appear in the fluctuation limits in the static situations.
KW - Exclusion process
KW - Fluctuation
KW - Hydrodynamic limit
KW - Young diagram
KW - Zero-range process
UR - http://www.scopus.com/inward/record.url?scp=84872296932&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84872296932&partnerID=8YFLogxK
U2 - 10.1016/j.spa.2012.12.005
DO - 10.1016/j.spa.2012.12.005
M3 - Article
VL - 123
SP - 1229
EP - 1275
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
SN - 0304-4149
IS - 4
ER -