A LIMIT-THEOREM FOR TAGGED PARTICLES IN A CLASS OF SELF-ORGANIZING PARTICLE-SYSTEMS

Citation
Jm. Carlson et al., A LIMIT-THEOREM FOR TAGGED PARTICLES IN A CLASS OF SELF-ORGANIZING PARTICLE-SYSTEMS, Stochastic processes and their applications, 47(1), 1993, pp. 1-16
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
03044149
Volume
47
Issue
1
Year of publication
1993
Pages
1 - 16
Database
ISI
SICI code
0304-4149(1993)47:1<1:ALFTPI>2.0.ZU;2-M
Abstract
The dynamics of tagged particles in a class of models which can exhibi t nontrivial scaling behavior (self-organized criticality (SOC)) is in vestigated. Previously it was shown that in the hydrodynamic limit the se models are described by diffusion equations with singular diffusion coefficients-a fact which explains the self-organizing behavior. Here we develop an alternate means for identifying SOC in these systems. W e establish a functional central limit theorem for the rescaled positi on of a tagged particle in each model, and we establish asymptotics fo r the variance of the limiting Brownian motion as the density approach es unit (critical) density. We expect these methods will provide a use ful means of characterizing the dynamics in related self-organizing sy stems.