Mathematics – Probability
Scientific paper
2003-12-21
Stochastic Process. Appl. 116 (2006), no. 6, 939--956
Mathematics
Probability
21 pages. Revised version with minor changes. Version almost identical to the one to be published in SPA
Scientific paper
10.1016/j.spa.2005.12.004
In the Hammersley harness processes the real-valued height at each site i in Z^d is updated at rate 1 to an average of the neighboring heights plus a centered random variable (the noise). We construct the process "a la Harris" simultaneously for all times and boxes contained in Z^d. With this representation we compute covariances and show L^2 and almost sure time and space convergence of the process. In particular, the process started from the flat configuration and viewed from the height at the origin converges to an invariant measure. In dimension three and higher, the process itself converges to an invariant measure in L^2 at speed t^{1-d/2} (this extends the convergence established by Hsiao). When the noise is Gaussian the limiting measures are Gaussian fields (harmonic crystals) and are also reversible for the process.
Ferrari Pablo A.
Niederhauser Beat M.
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