Scaling limit of the collision measures of multiple random walks
Abstract
For an integer $k\ge 2$, let $S^{(1)}, S^{(2)}, \dots, S^{(k)}$ be $k$ independent simple symmetric random walks on $\mathbb{Z}$. 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 $[0,1]\times \mathbb{R}$. 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.
- Publication:
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arXiv e-prints
- Pub Date:
- March 2022
- DOI:
- arXiv:
- arXiv:2203.08523
- Bibcode:
- 2022arXiv220308523N
- Keywords:
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- Mathematics - Probability;
- 60F05;
- 60G57;
- 82C05
- E-Print:
- 37 pages, 1 figure