Paper detail

Random walk driven by the simple exclusion process

We prove a strong law of large numbers and an annealed invariance principle for a random walk in a one-dimensional dynamic random environment evolving as the simple exclusion process with jump parameter $γ$. First, we establish that if the asymptotic velocity of the walker is non-zero in the limiting case "$γ= \infty$", where the environment gets fully refreshed between each step of the walker, then, for $γ$ large enough, the walker still has a non-zero asymptotic velocity in the same direction. Second, we establish that if the walker is transient in the limiting case $γ= 0$, then, for $γ$ small enough but positive, the walker has a non-zero asymptotic velocity in the direction of the transience. These two limiting velocities can sometimes be of opposite sign. In all cases, we show that the fluctuations are normal.