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
相关论文
共 50 条
  • [41] A branching random walk in the presence of a hard wall
    Roy, Rishideep
    JOURNAL OF APPLIED PROBABILITY, 2024, 61 (01) : 1 - 17
  • [42] Ancestral lineages for a branching annihilating random walk
    Oswald, Pascal
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2025, 187
  • [43] Diffusion approximations for the maximum of a perturbed random walk
    Araman, VF
    Glynn, PW
    ADVANCES IN APPLIED PROBABILITY, 2005, 37 (03) : 663 - 680
  • [44] ASYMPTOTIC EXPANSION OF THE INVARIANT MEASURE FOR BALLISTIC RANDOM WALK IN THE LOW DISORDER REGIME
    Campos, David
    Ramirez, Alejandro F.
    ANNALS OF PROBABILITY, 2017, 45 (6B) : 4675 - 4699
  • [45] On a random walk that grows its own tree
    Figueiredo, Daniel
    Iacobelli, Giulio
    Oliveira, Roberto
    Reed, Bruce
    Ribeiro, Rodrigo
    ELECTRONIC JOURNAL OF PROBABILITY, 2021, 26 : 1 - 40
  • [46] CONVERGENCE IN LAW OF THE MINIMUM OF A BRANCHING RANDOM WALK
    Aidekon, Elie
    ANNALS OF PROBABILITY, 2013, 41 (3A) : 1362 - 1426
  • [47] How big is the minimum of a branching random walk?
    Hu, Yueyun
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2016, 52 (01): : 233 - 260
  • [48] Extremes of Shepp statistics for Gaussian random walk
    Zholud, Dmitrii
    EXTREMES, 2009, 12 (01) : 1 - 17
  • [49] Symmetric exclusion as a random environment: Hydrodynamic limits
    Avena, Luca
    Franco, Tertuliano
    Jara, Milton
    Vollering, Florian
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2015, 51 (03): : 901 - 916
  • [50] Random walk in random environment in a two-dimensional stratified medium with orientations
    Devulder, Alexis
    Pene, Francoise
    ELECTRONIC JOURNAL OF PROBABILITY, 2013, 18 : 1 - 23