Open Access
February 2019 Ergodicity of a system of interacting random walks with asymmetric interaction
Luisa Andreis, Amine Asselah, Paolo Dai Pra
Ann. Inst. H. Poincaré Probab. Statist. 55(1): 590-606 (February 2019). DOI: 10.1214/18-AIHP893

Abstract

We study $N$ interacting random walks on the positive integers. Each particle has drift $\delta$ towards infinity, a reflection at the origin, and a drift towards particles with lower positions. This inhomogeneous mean field system is shown to be ergodic only when the interaction is strong enough. We focus on this latter regime, and point out the effect of piles of particles, a phenomenon absent in models of interacting diffusion in continuous space.

Nous étudions $N$ marches aléatoires interagissantes sur les entiers naturels. Chaque particule a une dérive $\delta$ vers l’infini, une réflexion à l’origine, ainsi qu’une dérive vers les particules de positions plus petites. Nous montrons que ce système de champ moyen inhomogène est ergodique lorsque l’interaction est assez forte. Nous nous concentrons sur ce dernier régime, et mettons en lumière le rôle des empilements de particules sur un même site, phénomène absent dans les modèles continus.

Citation

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Luisa Andreis. Amine Asselah. Paolo Dai Pra. "Ergodicity of a system of interacting random walks with asymmetric interaction." Ann. Inst. H. Poincaré Probab. Statist. 55 (1) 590 - 606, February 2019. https://doi.org/10.1214/18-AIHP893

Information

Received: 23 February 2017; Revised: 8 February 2018; Accepted: 23 February 2018; Published: February 2019
First available in Project Euclid: 18 January 2019

zbMATH: 07039780
MathSciNet: MR3901656
Digital Object Identifier: 10.1214/18-AIHP893

Subjects:
Primary: 60K35 , 82C44

Keywords: interacting particle systems , Mean-field interaction , Non-reversibility

Rights: Copyright © 2019 Institut Henri Poincaré

Vol.55 • No. 1 • February 2019
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