Regularity of diffusion coefficient for nearest neighbor asymmetric simple exclusion on

Johel Beltrán

Stochastic Processes and their Applications, 2005, vol. 115, issue 9, 1451-1474

Abstract: We consider the nearest neighbor asymmetric exclusion process on , in which particles jump with probability p(1) to the right and p(-1) to the left. Let q=p(1)/p(-1) and denote by [nu]q an ergodic component of the reversible Bernoulli product measure which places a particle at x with probability qx/(1+qx). It is well known that under some hypotheses on a local function V, converges to a normal distribution with variance [sigma]2=[sigma]2(q), which depends on q. We prove in this article that [sigma]2(q) is a C[infinity] function of q on (0,1).

Keywords: Simple; exclusion; process; Regularity; diffusion; coefficient (search for similar items in EconPapers)
Date: 2005
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