The limiting theorems for a random walk of two particles on the lattice \(\mathbb{Z}^ \nu\) (Q1917787)

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The limiting theorems for a random walk of two particles on the lattice \(\mathbb{Z}^ \nu\)
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    The limiting theorems for a random walk of two particles on the lattice \(\mathbb{Z}^ \nu\) (English)
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    18 March 1997
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    The authors study a space-inhomogeneous random walk of two particles with short-range interaction on the lattice \(Z^\nu\) \((\nu=3\), particularly) and investigate the asymptotics of the probability distribution \(\text{Pr}(x^{(t)}_1=x_1,x^{(t)}_2=x_2\mid x^{(0)}_1=x^0_1,x^{(0)}_2=x_2^0)\), where \(x^{(0)}_i\) and \(x^{(t)}_i\) are the positions of particle \(i\) \((i=1,2)\) at time 0 and \(t\), respectively. By using analytical method essentially, it is proved that the main term of this asymptotics (as \(t\to\infty\)) has the Gaussian form \((c/t^\nu)\exp\{-{1\over 2c} A(x_1-x^0_1, x_2-x^0_2)\), where \(A(\cdot,\cdot)\) is a quadratic form and \(c\) is a constant. It is also shown that the difference term is of order \(O(1/t^{3+\nu}+1/t^3\cdot(|z|+1))\) \((\nu>0\) is a constant), if \(|z|\) (the distance between \(x_1\) and \(x_2\)) is large enough. Due to that the inhomogeneous random walk discussed here is equivalent in some sense to the homogeneous random walk with random interacting environment; the problem and the results studied here are closely related to those studied by \textit{C. Boldrighini}, the first author and \textit{A. Pellegrinotti} [in: Probability contributions to statistical mechanics. Adv. Sov. Math. 20, 21-75 (1994; Zbl 0815.60097)]. It should be noticed that some results (or some intermediate results) also hold for other dimensions.
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    random walk
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    asymptotics of the probability distribution
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    random walk with random interacting environment
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