Random walk on random walks
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random walkfunctional central limit theoremstrong law of large numberscouplingPoisson point processrenormalisationdynamic random environmentregeneration timeslarge deviation bound
Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Processes in random environments (60K37) Interacting particle systems in time-dependent statistical mechanics (82C22) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)
Abstract: In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density . At each step the random walk performs a nearest-neighbour jump, moving to the right with probability when it is on a vacant site and probability when it is on an occupied site. Assuming that and , we show that the position of the random walk satisfies a strong law of large numbers, a functional central limit theorem and a large deviation bound, provided is large enough. The proof is based on the construction of a renewal structure together with a multiscale renormalisation argument.
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