Harness processes and harmonic crystals

Pablo A. Ferrari and Beat M. Niederhauser

Stochastic Processes and their Applications, 2006, vol. 116, issue 6, 939-956

Abstract: In the Hammersley harness processes the -valued height at each site 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 . With this representation we compute covariances and show L2 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 L2 at speed t1-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.

Keywords: Harness; process; Linear; Gaussian; processes; Surface; dynamics (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (1)

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