Random walk driven by the simple exclusion process

被引:24
|
作者
Huveneers, Francois [1 ]
Simenhaus, Francois [1 ]
机构
[1] Univ Paris 09, F-75775 Paris 16, France
来源
关键词
Random walk in dynamic random environment; limit theorem; renormalization; renewal times; DYNAMIC RANDOM-ENVIRONMENTS; LARGE NUMBERS; LAW;
D O I
10.1214/EJP.v20-3906
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We prove a strong law of large numbers and an annealed invariance principle for a random walk in a one-dimensional dynamic random environment evolving as the simple exclusion process with jump parameter gamma. First, we establish that if the asymptotic velocity of the walker is non-zero in the limiting case "gamma = infinity", where the environment gets fully refreshed between each step of the walker, then, for gamma large enough, the walker still has a non-zero asymptotic velocity in the same direction. Second, we establish that if the walker is transient in the limiting case gamma = 0, then, for gamma small enough but positive, the walker has a non-zero asymptotic velocity in the direction of the transience. These two limiting velocities can sometimes be of opposite sign. In all cases, we show that the fluctuations are normal.
引用
收藏
页数:42
相关论文
共 50 条
  • [21] Exit and Return of a Simple Random Walk
    M. van den Berg
    Potential Analysis, 2005, 23 : 45 - 53
  • [22] Favourite sites of simple random walk
    Zhan Shi
    Bálint Tóth
    Periodica Mathematica Hungarica, 2000, 41 (1-2) : 237 - 249
  • [23] On the support of the simple branching random walk
    Johnson, Torrey
    STATISTICS & PROBABILITY LETTERS, 2014, 91 : 107 - 109
  • [24] The range of a simple random walk on Z
    Vallois, P
    ADVANCES IN APPLIED PROBABILITY, 1996, 28 (04) : 1014 - 1033
  • [25] The disconnection exponent for simple random walk
    Lawler, GF
    Puckette, EE
    ISRAEL JOURNAL OF MATHEMATICS, 1997, 99 (1) : 109 - 121
  • [26] On time dependency in a simple random walk
    Kabanovich, VI
    THEORY OF PROBABILITY AND ITS APPLICATIONS, 1996, 40 (01) : 156 - 158
  • [27] The disconnection exponent for simple random walk
    Gregory F. Lawler
    Emily E. Puckette
    Israel Journal of Mathematics, 1997, 99 : 109 - 121
  • [28] Random walk with chaotically driven bias
    Kim, Song-Ju
    Naruse, Makoto
    Aono, Masashi
    Hori, Hirokazu
    Akimoto, Takuma
    SCIENTIFIC REPORTS, 2016, 6
  • [29] The intersection exponent for simple random walk
    Lawler, GF
    Puckette, EE
    COMBINATORICS PROBABILITY & COMPUTING, 2000, 9 (05): : 441 - 464
  • [30] Exit and return of a simple random walk
    Van den Berg, M
    POTENTIAL ANALYSIS, 2005, 23 (01) : 45 - 53