Show simple item record

dc.contributor.authorHuveneers, François
dc.contributor.authorSimenhaus, François
dc.date.accessioned2014-04-28T13:43:47Z
dc.date.available2014-04-28T13:43:47Z
dc.date.issued2015
dc.identifier.issn1083-6489
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/13153
dc.language.isoenen
dc.subjectRandom walk in dynamic random environment
dc.subjectlimit theorem
dc.subjectrenormalization
dc.subjectrenewal times
dc.subject.ddc519en
dc.titleRandom walk driven by simple exclusion process
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe prove 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 γ. First we establish that, if the asymptotic velocity of the walker is non-zero in the limiting case "γ=∞" where the environment gets fully refreshed between each step, then, for γ 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 γ=0, then, for γ 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 fluctuations are normal.
dc.publisher.cityParisen
dc.relation.isversionofjnlnameElectronic Journal of Probability
dc.relation.isversionofjnlvol20
dc.relation.isversionofjnldate2015
dc.relation.isversionofjnlpages42 p.
dc.relation.isversionofdoi10.1214/EJP.v20-3906
dc.identifier.urlsitehttps://arxiv.org/abs/1404.4187v3
dc.relation.isversionofjnlpublisherElectronic Journal of Probability and Electronic Communications in Probability
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.description.submittednonen
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2016-10-11T14:22:51Z


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record