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
ELECTRONIC JOURNAL OF PROBABILITY | 2015年 / 20卷
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
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