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Random walks on random walks: non-perturbative results in high dimensions

Probability 2024-11-22 v1

Abstract

Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on Zd\mathbb{Z}^d. The random walk on random walks model refers to a particular stochastic process on Zd\mathbb{Z}^d whose evolution at time tt depends on the number of such particles at its location. We derive classical limit theorems for this instrumental model of a random walk in a dynamic random environment, applicable in sufficiently high dimensions. More precisely, for d5d \geq 5, we prove a strong law of large numbers and large deviation estimates. Further, for d9d\geq 9, we obtain a functional central limit theorem under the annealed law. These results are non-perturbative in the sense that they hold for any positive density of the Poissonian field. Under the aforementioned assumptions on the dimension they therefore improve on previous work on the model. Moreover, they stand in contrast to the anomalous behaviour predicted in low dimensions.

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Cite

@article{arxiv.2411.13926,
  title  = {Random walks on random walks: non-perturbative results in high dimensions},
  author = {Stein Andreas Bethuelsen and Florian Völlering},
  journal= {arXiv preprint arXiv:2411.13926},
  year   = {2024}
}

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36 pages