Diffusive limit of a tagged particle in asymmetric simple exclusion processes

Sunder Sethuraman; S. R.S. Varadhan; Horng Tzer Yau

doi:10.1002/1097-0312(200008)53:8<972::aid-cpa2>3.0.co;2-%23

Diffusive limit of a tagged particle in asymmetric simple exclusion processes

Sunder Sethuraman, S. R.S. Varadhan, Horng Tzer Yau

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

Invariance principles are proved under diffusive scaling for the centered position of a tagged particle in the simple exclusion process with asymmetric nonzero drift jump probabilities in dimensions d ≥ 3. The method of proof is by martingale techniques which rely on the fact that symmetric random walks are transient in high dimensions.

Original language	English (US)
Pages (from-to)	972-1006
Number of pages	35
Journal	Communications on Pure and Applied Mathematics
Volume	53
Issue number	8
DOIs	https://doi.org/10.1002/1097-0312(200008)53:8<972::aid-cpa2>3.0.co;2-%23
State	Published - Aug 2000

ASJC Scopus subject areas

General Mathematics
Applied Mathematics

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10.1002/1097-0312(200008)53:8<972::aid-cpa2>3.0.co;2-%23

Cite this

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abstract = "Invariance principles are proved under diffusive scaling for the centered position of a tagged particle in the simple exclusion process with asymmetric nonzero drift jump probabilities in dimensions d ≥ 3. The method of proof is by martingale techniques which rely on the fact that symmetric random walks are transient in high dimensions.",

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Diffusive limit of a tagged particle in asymmetric simple exclusion processes

Abstract

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