Abstract
Inspired by the works in [2] and [11] 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 corresponds to the SPDE associated with the kth-power of a generalized Ornstein-Uhlenbeck process.
| Original language | English |
|---|---|
| Article number | 27 |
| Pages (from-to) | 1-35 |
| Number of pages | 36 |
| Journal | Electronic Journal of Probability |
| Volume | 26 |
| DOIs | |
| Publication status | Published - 2021 |
Keywords
- Fluctuation fields
- Higher-order fields
- Orthogonal polynomials
- Self-duality
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