English

Higher order fluctuation fields and orthogonal duality polynomials

Probability 2020-04-21 v1

Abstract

Inspired by the works in [1] and [8] we introduce what we call kk-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 kk-th order field satisfies a recursive martingale problem that formally corresponds to the SPDE associated with the kkth-power of a generalized Ornstein-Uhlenbeck process.

Keywords

Cite

@article{arxiv.2004.08412,
  title  = {Higher order fluctuation fields and orthogonal duality polynomials},
  author = {Mario Ayala and Gioia Carinci and Frank Redig},
  journal= {arXiv preprint arXiv:2004.08412},
  year   = {2020}
}

Comments

32 pages

R2 v1 2026-06-23T14:55:42.628Z