Density fluctuations for exclusion processes with long jumps
Probability
2017-09-05 v3 Mathematical Physics
math.MP
Abstract
We show that the stationary density fluctuations of exclusion processes with long jumps, whose rates are of the form where depends on the sign of , are given by a fractional Ornstein-Uhlenbeck process for . When we show that the density fluctuations are tight, in a suitable topology, and that any limit point is an energy solution of the fractional Burgers equation, previously introduced in \cite{GubJar} in the finite volume setting.
Cite
@article{arxiv.1503.05838,
title = {Density fluctuations for exclusion processes with long jumps},
author = {Patrícia Gonçalves and Milton Jara},
journal= {arXiv preprint arXiv:1503.05838},
year = {2017}
}
Comments
42 pages, no figures, to appear in Probability Theory and Related Fields