Random walk on the simple symmetric exclusion process

Detalhes bibliográficos
Autor(a) principal: Marcelo Richard Hilário
Data de Publicação: 2020
Outros Autores: Daniel Kious, Augusto Quadros Teixeira
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UFMG
Texto Completo: https://doi.org/10.1007/s00220-020-03833-x
http://hdl.handle.net/1843/56450
https://orcid.org/0000-0002-8681-5176
https://orcid.org/0000-0002-7682-6875
Resumo: We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. 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, so that its asymptotic behavior is expected to depend on the density ρ ∈ [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 ρ−, ρ+ ∈ [0, 1]. The asymptotic speed we obtain in our LLN is a monotone function of ρ. Also, ρ− and ρ+ are characterized as the two points at which the speed may jump to (or from) zero. Furthermore, for all the values of densities where the random walk experiences a non-zero speed, we can prove that it satisfies a functional central limit theorem (CLT). For the special case in which the density is 1/2 and the jump distribution on an empty site and on an occupied site are symmetric to each other, we prove a LLN with zero limiting speed. We also prove similar LLN and CLT results for a different environment, given by a family of independent simple symmetric random walks in equilibrium.
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spelling 2023-07-17T18:59:07Z2023-07-17T18:59:07Z2020-08-2637961101https://doi.org/10.1007/s00220-020-03833-x1432-0916http://hdl.handle.net/1843/56450https://orcid.org/0000-0002-8681-5176https://orcid.org/0000-0002-7682-6875We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. 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, so that its asymptotic behavior is expected to depend on the density ρ ∈ [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 ρ−, ρ+ ∈ [0, 1]. The asymptotic speed we obtain in our LLN is a monotone function of ρ. Also, ρ− and ρ+ are characterized as the two points at which the speed may jump to (or from) zero. Furthermore, for all the values of densities where the random walk experiences a non-zero speed, we can prove that it satisfies a functional central limit theorem (CLT). For the special case in which the density is 1/2 and the jump distribution on an empty site and on an occupied site are symmetric to each other, we prove a LLN with zero limiting speed. We also prove similar LLN and CLT results for a different environment, given by a family of independent simple symmetric random walks in equilibrium.Investigamos o comportamento de longo prazo de um caminhante aleatório evoluindo sobre o processo de exclusão simétrica simples (SSEP) em equilíbrio, na dimensão um. A cada salto, o caminhante aleatório está sujeito a uma deriva que depende se ele está sentado em cima de uma partícula ou de um buraco, de modo que se espera que seu comportamento assintótico dependa da densidade ρ ∈ [0, 1] do objeto subjacente. SSEP. Nosso primeiro resultado é uma lei dos grandes números (LLN) para o caminhante aleatório para todas as densidades ρ exceto para no máximo dois valores ρ−, ρ+ ∈ [0, 1]. A velocidade assintótica que obtemos em nosso LLN é uma função monótona de ρ. Além disso, ρ− e ρ+ são caracterizados como os dois pontos nos quais a velocidade pode saltar para (ou de) zero. Além disso, para todos os valores de densidades em que o passeio aleatório experimenta uma velocidade diferente de zero, podemos provar que ele satisfaz um teorema do limite central funcional (CLT). Para o caso especial em que a densidade é 1/2 e a distribuição de salto em um local vazio e em um local ocupado são simétricas entre si, provamos um LLN com velocidade limite zero. Também provamos resultados semelhantes de LLN e CLT para um ambiente diferente, dados por uma família de caminhadas aleatórias simétricas simples independentes em equilíbrio.engUniversidade Federal de Minas GeraisUFMGBrasilICX - DEPARTAMENTO DE MATEMÁTICACommunications in Mathematical PhysicsProbabilidadesMatemáticaPasseio aleatório (Matemática)Lei dos grandes númerosTeorema central do limiteRandom walkSimple symmetric exclusion processLaw of large numbersFunctional central limit theoremRandom walk on the simple symmetric exclusion processPasseio aleatório no processo de exclusão simétrica simplesinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttps://link.springer.com/article/10.1007/s00220-020-03833-xMarcelo Richard HilárioDaniel KiousAugusto Quadros Teixeiraapplication/pdfinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional da UFMGinstname:Universidade Federal de Minas Gerais (UFMG)instacron:UFMGLICENSELicense.txtLicense.txttext/plain; charset=utf-82042https://repositorio.ufmg.br/bitstream/1843/56450/1/License.txtfa505098d172de0bc8864fc1287ffe22MD51ORIGINALRandom walk on the simple symmetric exclusion process.pdfRandom walk on the simple symmetric exclusion process.pdfapplication/pdf439628https://repositorio.ufmg.br/bitstream/1843/56450/2/Random%20walk%20on%20the%20simple%20symmetric%20exclusion%20process.pdf592b4f78f3ca02b36f632ea32f05a123MD521843/564502023-07-17 15:59:07.515oai:repositorio.ufmg.br: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Repositório de PublicaçõesPUBhttps://repositorio.ufmg.br/oaiopendoar:2023-07-17T18:59:07Repositório Institucional da UFMG - Universidade Federal de Minas Gerais (UFMG)false
dc.title.pt_BR.fl_str_mv Random walk on the simple symmetric exclusion process
dc.title.alternative.pt_BR.fl_str_mv Passeio aleatório no processo de exclusão simétrica simples
title Random walk on the simple symmetric exclusion process
spellingShingle Random walk on the simple symmetric exclusion process
Marcelo Richard Hilário
Random walk
Simple symmetric exclusion process
Law of large numbers
Functional central limit theorem
Probabilidades
Matemática
Passeio aleatório (Matemática)
Lei dos grandes números
Teorema central do limite
title_short Random walk on the simple symmetric exclusion process
title_full Random walk on the simple symmetric exclusion process
title_fullStr Random walk on the simple symmetric exclusion process
title_full_unstemmed Random walk on the simple symmetric exclusion process
title_sort Random walk on the simple symmetric exclusion process
author Marcelo Richard Hilário
author_facet Marcelo Richard Hilário
Daniel Kious
Augusto Quadros Teixeira
author_role author
author2 Daniel Kious
Augusto Quadros Teixeira
author2_role author
author
dc.contributor.author.fl_str_mv Marcelo Richard Hilário
Daniel Kious
Augusto Quadros Teixeira
dc.subject.por.fl_str_mv Random walk
Simple symmetric exclusion process
Law of large numbers
Functional central limit theorem
topic Random walk
Simple symmetric exclusion process
Law of large numbers
Functional central limit theorem
Probabilidades
Matemática
Passeio aleatório (Matemática)
Lei dos grandes números
Teorema central do limite
dc.subject.other.pt_BR.fl_str_mv Probabilidades
Matemática
Passeio aleatório (Matemática)
Lei dos grandes números
Teorema central do limite
description We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. 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, so that its asymptotic behavior is expected to depend on the density ρ ∈ [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 ρ−, ρ+ ∈ [0, 1]. The asymptotic speed we obtain in our LLN is a monotone function of ρ. Also, ρ− and ρ+ are characterized as the two points at which the speed may jump to (or from) zero. Furthermore, for all the values of densities where the random walk experiences a non-zero speed, we can prove that it satisfies a functional central limit theorem (CLT). For the special case in which the density is 1/2 and the jump distribution on an empty site and on an occupied site are symmetric to each other, we prove a LLN with zero limiting speed. We also prove similar LLN and CLT results for a different environment, given by a family of independent simple symmetric random walks in equilibrium.
publishDate 2020
dc.date.issued.fl_str_mv 2020-08-26
dc.date.accessioned.fl_str_mv 2023-07-17T18:59:07Z
dc.date.available.fl_str_mv 2023-07-17T18:59:07Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/1843/56450
dc.identifier.doi.pt_BR.fl_str_mv https://doi.org/10.1007/s00220-020-03833-x
dc.identifier.issn.pt_BR.fl_str_mv 1432-0916
dc.identifier.orcid.pt_BR.fl_str_mv https://orcid.org/0000-0002-8681-5176
https://orcid.org/0000-0002-7682-6875
url https://doi.org/10.1007/s00220-020-03833-x
http://hdl.handle.net/1843/56450
https://orcid.org/0000-0002-8681-5176
https://orcid.org/0000-0002-7682-6875
identifier_str_mv 1432-0916
dc.language.iso.fl_str_mv eng
language eng
dc.relation.ispartof.pt_BR.fl_str_mv Communications in Mathematical Physics
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
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dc.publisher.none.fl_str_mv Universidade Federal de Minas Gerais
dc.publisher.initials.fl_str_mv UFMG
dc.publisher.country.fl_str_mv Brasil
dc.publisher.department.fl_str_mv ICX - DEPARTAMENTO DE MATEMÁTICA
publisher.none.fl_str_mv Universidade Federal de Minas Gerais
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFMG
instname:Universidade Federal de Minas Gerais (UFMG)
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instname_str Universidade Federal de Minas Gerais (UFMG)
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institution UFMG
reponame_str Repositório Institucional da UFMG
collection Repositório Institucional da UFMG
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