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Symmetric exclusion on random sets and a related problem for random walks in random environment
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  • Published: September 1990

Symmetric exclusion on random sets and a related problem for random walks in random environment

  • Andreas Greven1 

Probability Theory and Related Fields volume 85, pages 307–364 (1990)Cite this article

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Summary

We study symmetric exclusion on a random set, where the underlying kernelp(x, y) is strictly positive. The random set is generated by Bernoulli experiments with success probabilityq.

We prove that for certain values of the involved parameters the transport of particles through the system is drastically different from the classical situation on ℤ. In dimension one and\(r: = \mathop {\lim }\limits_{\left| x \right| \to \infty } |(|x|^{ - 1} \log p(0,x))| > |\log (1 - q)|\) the transport of particles occurs on a nonclassical scale and is (on a macroscopic scale)not governed by the heat equation as in the case:r<|log(1-q)| on a random set, or in the classical situation on ℤ.

The reason for this behaviour is, that a random walk with jump ratesp(x, y) restricted to the random set, converges to Brownian motion in the usual scaling ifr<|log(1-q)| but yields nontrivial limit behaviour only in the scalingx→u -1 x,t→u 1+a t(α>) if + ∞ >r > |log(1-q)|. We calculate α and study the limiting processes for the various scalings for fixed random sets. We shortly discuss the caser=+∞, here in general a great variety of scales yields nontrivial limits.

Finally we discuss the case of a “stationary” random set.

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Authors and Affiliations

  1. Institut für Angewandte Mathematik, Universität Heidelberg, Im Neuenheimer Feld 294, D-6900, Heidelberg, Germany

    Andreas Greven

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  1. Andreas Greven
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Greven, A. Symmetric exclusion on random sets and a related problem for random walks in random environment. Probab. Th. Rel. Fields 85, 307–364 (1990). https://doi.org/10.1007/BF01193942

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  • Received: 16 June 1988

  • Issue Date: September 1990

  • DOI: https://doi.org/10.1007/BF01193942

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Keywords

  • Stochastic Process
  • Brownian Motion
  • Random Walk
  • Probability Theory
  • Mathematical Biology
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