Higher order fluctuation fields and orthogonal duality polynomials

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Publication:2042818

DOI10.1214/21-EJP586zbMATH Open1469.60300arXiv2004.08412OpenAlexW3157952761MaRDI QIDQ2042818FDOQ2042818


Authors: Mario Ayala, Gioia Carinci, F. Redig Edit this on Wikidata


Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: Inspired by the works in [1] and [8] we introduce what we call k-th-order fluctuation fields and study their scaling limits. This construction is done in the context of particle systems with the property of orthogonal self-duality. This type of duality provides us with a setting in which we are able to interpret these fields as some type of discrete analogue of powers of the well-known density fluctuation field. We show that the weak limit of the k-th order field satisfies a recursive martingale problem that formally corresponds to the SPDE associated with the kth-power of a generalized Ornstein-Uhlenbeck process.


Full work available at URL: https://arxiv.org/abs/2004.08412




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