Variable speed symmetric random walk driven by the simple symmetric exclusion process

Symmetric Random Walk?)

Let Xk, k= 1, 2, 3, • • -, be a sequence of mutually independent random variables on an appropriate probability space which have a given common distribution function F. Let Sn = Xi+ • • • +Xn, then the event lim inf | S„\ = 0 has probability either zero or one. If this event has zero chance, we say F is transient; in the other case, | 5„| tends to infinity almost surely, and F is called recurre...

Symmetric Simple Exclusion Process: Regularity of the Self Diffusion Coefficient

Distributional Limits for the Symmetric Exclusion Process

Strong negative dependence properties have recently been proved for the symmetric exclusion process. In this paper, we apply these results to prove convergence to the Poisson and Gaussian distributions for various functionals of the process.

Perturbations of the Symmetric Exclusion Process

One of the fundamental issues concerning particle systems is classifying the invariant measures I and giving properties of those measures for different processes. For the exclusion process with symmetric kernel p(x, y) = p(y, x), I has been completely studied. This paper gives results concerning I for exclusion processes where p(x, y) = p(y, x) except for finitely many x, y ∈ S and p(x, y) corr...

Gaussian estimates for symmetric simple exclusion processes

2014 We prove Gaussian tail estimates for the transition probability of n particles evolving as symmetric exclusion processes on Zd, improving results obtained in [9]. We derive from this result a non-equilibrium Boltzmann-Gibbs principle for the symmetric simple exclusion process in dimension 1 starting from a product measure with slowly varying parameter. RÉSUMÉ. 2014 We prove Gaussian tail e...