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Pré-Publication, Document De Travail Année : 2022

Scaling limit of the collision measures of multiple random walks

Résumé

For an integer k ≥ 2, let S^{(1)} , S^{(2)} , ..., S^{(k)} be k independent simple symmetric random walks on Z. A pair (n, z) is called a collision event if there are at least two distinct random walks, namely, S^{(i)} , S^{(j)} satisfying S^{(i)}_n = S^{(j)}_n = z. We show that under the same scaling as in Donsker's theorem, the sequence of random measures representing these collision events converges to a non-trivial random measure on [0, 1] × R. Moreover, the limit random measure can be characterized using Wiener chaos. The proof is inspired by methods from statistical mechanics, especially, by a partition function that has been developed for the study of directed polymers in random environments.
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Dates et versions

hal-03603284 , version 1 (09-03-2022)

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  • HAL Id : hal-03603284 , version 1

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Dinh-Toan Nguyen. Scaling limit of the collision measures of multiple random walks. 2022. ⟨hal-03603284⟩
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