Probability and Stochastic Analysis Seminar  RSS

31/03/2021, 17:00 — 18:00 — Online
, University of Bath

Random walk on the simple symmetric exclusion process

In a joint work with Marcelo R. Hilário and Augusto Teixeira, we investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium. At each jump, the random walker is subject to a drift that depends on whether it is sitting on top of a particle or a hole. The asymptotic behavior is expected to depend on the density $\rho$ in $[0, 1]$ of the underlying SSEP. Our first result is a law of large numbers (LLN) for the random walker for all densities ρ except for at most two values $\rho^-$ and $\rho^+$ in $[0, 1]$, where the speed (as a function fo the density) possibly jumps from, or to, $0$. Second, we prove that, for any density corresponding to a non-zero speed regime, the fluctuations are diffusive and a Central Limit Theorem holds. Our main results extend to environments given by a family of independent simple symmetric random walks in equilibrium.


Except for a few of the oldest sessions these are from the Seminário de Probabilidade e Mecânica Estatística at IMPA which is co-sponsored by several institutions, in particular Instituto Superior Técnico.