Abstract
In this chapter, we prove a central limit theorem for the position of a tagged particle in exclusion processes. This problem is a special case of a random walk in a random environment. We adopt the approach of the environment as seen from the particle introduced in Sect. 1.3. It is first shown that this position can be written as the sum of a martingale and an additive functional of the exclusion process as seen from the particle. The techniques developed in the first part of the book applied to the present context permit to show that the additive functional can be itself expressed as the sum of a martingale and a remainder which vanishes asymptotically. This observation reduces the proof of the central limit theorem for the tagged particle to a central limit theorem for martingales which has been presented in the first part of the book. A variational formula for the asymptotic variance as well as bounds are given in the last section of the chapter.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Alexander FJ, Lebowitz JL (1990) Driven diffusive systems with a moving obstacle: a variation on the Brazil nuts problem. J Phys A, Math Gen 23:L375–L381
Alexander FJ, Lebowitz JL (1994) On the drift and diffusion of a rod in a lattice fluid. J Phys A, Math Gen 27:683–696
Arratia R (1983) The motion of a tagged particle in the simple symmetric exclusion system on Z. Ann Probab 11(2):362–373
Bertini L, Toninelli C (2004) Exclusion processes with degenerate rates: convergence to equilibrium and tagged particle. J Stat Phys 117(3–4):549–580
Blumenthal RM, Getoor RK (1968) Markov processes and potential theory. Pure and applied mathematics, vol 29. Academic Press, New York
Brox T, Rost H (1984) Equilibrium fluctuations of stochastic particle systems: the role of conserved quantities. Ann Probab 12(3):742–759
Caputo P, Ioffe D (2003) Finite volume approximation of the effective diffusion matrix: the case of independent bond disorder. Ann Inst Henri Poincaré Probab Stat 39(3):505–525
Carlson JM, Grannan ER, Swindle GH (1993a) A limit theorem for tagged particles in a class of self-organizing particle systems. Stoch Process Appl 47(1):1–16
Carlson JM, Grannan ER, Swindle GH, Tour J (1993b) Singular diffusion limits of a class of reversible self-organizing particle systems. Ann Probab 21(3):1372–1393
Feller W (1971) An introduction to probability theory and its applications, vol II, 2nd edn. Wiley, New York
Gonçalves P, Jara M (2008) Scaling limits of a tagged particle in the exclusion process with variable diffusion coefficient. J Stat Phys 132(6):1135–1143
Jara M (2006) Finite-dimensional approximation for the diffusion coefficient in the simple exclusion process. Ann Probab 34(6):2365–2381
Jara M (2009) Nonequilibrium scaling limit for a tagged particle in the simple exclusion process with long jumps. Commun Pure Appl Math 62(2):198–214
Jara MD, Landim C (2006) Nonequilibrium central limit theorem for a tagged particle in symmetric simple exclusion. Ann Inst Henri Poincaré Probab Stat 42(5):567–577
Jara MD, Landim C (2008) Quenched non-equilibrium central limit theorem for a tagged particle in the exclusion process with bond disorder. Ann Inst Henri Poincaré Probab Stat 44(2):341–361
Kipnis C (1986) Central limit theorems for infinite series of queues and applications to simple exclusion. Ann Probab 14(2):397–408
Kipnis C, Varadhan SRS (1986) Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions. Commun Math Phys 104(1):1–19
Landim C, Olla S, Volchan SB (1998a) Driven tracer particle in one-dimensional symmetric simple exclusion. Commun Math Phys 192(2):287–307
Landim C, Olla S, Varadhan SRS (2001) Symmetric simple exclusion process: regularity of the self-diffusion coefficient. Commun Math Phys 224(1):307–321. Dedicated to Joel L Lebowitz
Landim C, Olla S, Varadhan SRS (2002) Finite-dimensional approximation of the self-diffusion coefficient for the exclusion process. Ann Probab 30(2):483–508
Lebowitz JL, Rost H (1994) The Einstein relation for the displacement of a test particle in a random environment. Stoch Process Appl 54(2):183–196
Liggett TM (1985) Interacting particle systems. Grundlehren der Mathematischen Wissenschaften [Fundamental principles of mathematical sciences], vol 276. Springer, New York
Loulakis M (2002) Einstein relation for a tagged particle in simple exclusion processes. Commun Math Phys 229(2):347–367
Loulakis M (2005) Mobility and Einstein relation for a tagged particle in asymmetric mean zero random walk with simple exclusion. Ann Inst Henri Poincaré Probab Stat 41(2):237–254
Osada H (1998a) An invariance principle for Markov processes and Brownian particles with singular interaction. Ann Inst Henri Poincaré Probab Stat 34(2):217–248
Osada H (1998b) Positivity of the self-diffusion matrix of interacting Brownian particles with hard core. Probab Theory Relat Fields 112(1):53–90
Owhadi H (2003) Approximation of the effective conductivity of ergodic media by periodization. Probab Theory Relat Fields 125(2):225–258
Peligrad M, Sethuraman S (2008) On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion. ALEA Lat Am J Probab Math Stat 4:245–255
Rost H, Vares ME (1985) Hydrodynamics of a one-dimensional nearest neighbor model. In: Particle systems, random media and large deviations, Brunswick, Maine, 1984. Contemp math, vol 41. Am Math Soc, Providence, pp 329–342
Saada E (1987) A limit theorem for the position of a tagged particle in a simple exclusion process. Ann Probab 15(1):375–381
Sethuraman S (2007) On diffusivity of a tagged particle in asymmetric zero-range dynamics. Ann Inst Henri Poincaré Probab Stat 43(2):215–232
Sethuraman S, Varadhan SRS, Yau HT (2000) Diffusive limit of a tagged particle in asymmetric simple exclusion processes. Commun Pure Appl Math 53(8):972–1006
Shiga T (1988) Tagged particle motion in a clustered random walk system. Stoch Process Appl 30(2):225–252
Spitzer F (1970) Interaction of Markov processes. Adv Math 5:246–290
Szász D, Tóth B (1987a) A dynamical theory of Brownian motion for the Rayleigh gas. In: Proceedings of the symposium on statistical mechanics of phase transitions—mathematical and physical aspects, Trebon, 1986, vol 47, pp 681–693
Szász D, Tóth B (1987b) Towards a unified dynamical theory of the Brownian particle in an ideal gas. Commun Math Phys 111(1):41–62
Tanemura H (1989) Ergodicity for an infinite particle system in R d of jump type with hard core interaction. J Math Soc Jpn 41(4):681–697
Toninelli C, Biroli G (2004) Dynamical arrest, tracer diffusion and kinetically constrained lattice gases. J Stat Phys 117(1–2):27–54
Varadhan SRS (1995) Self-diffusion of a tagged particle in equilibrium for asymmetric mean zero random walk with simple exclusion. Ann Inst Henri Poincaré Probab Stat 31(1):273–285
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2012 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Komorowski, T., Landim, C., Olla, S. (2012). Self-diffusion. In: Fluctuations in Markov Processes. Grundlehren der mathematischen Wissenschaften, vol 345. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-29880-6_6
Download citation
DOI: https://doi.org/10.1007/978-3-642-29880-6_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-29879-0
Online ISBN: 978-3-642-29880-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)