On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion
Magda Peligrad, Sunder Sethuraman

TL;DR
This paper proves a functional central limit theorem for the current and tagged particle position in the one-dimensional symmetric simple exclusion process, confirming a longstanding conjecture and strengthening previous convergence results to a stronger topology.
Contribution
It improves existing convergence results from finite-dimensional distributions to a functional CLT in the uniform topology for the simple exclusion process.
Findings
Convergence to fractional Brownian motion with Hurst parameter 1/4
Strengthened from finite-dimensional to functional convergence
Completes a conjecture in the literature on simple exclusion processes
Abstract
A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/4, in the sense of finite-dimensional distributions, of the subdiffusively rescaled current across the origin, and the subdiffusively rescaled tagged particle position. The purpose of this note is to improve this convergence to a functional central limit theorem, with respect to the uniform topology, and so complete the solution to a conjecture in the literature with respect to simple exclusion processes.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Random Matrices and Applications · Stochastic processes and financial applications
