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 -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 -th order field satisfies a recursive martingale problem that formally corresponds to the SPDE associated with the th-power of a generalized Ornstein-Uhlenbeck process.
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