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
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页数:42
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