Equilibrium Fluctuations for a Discrete Atlas Model
F. Hern\'andez, M. Jara, Fabio J. Valentim

TL;DR
This paper studies a discrete Atlas model with a particle source, demonstrating that its equilibrium fluctuations follow a stochastic heat equation with Neumann boundary conditions, and that the particle current converges to a fractional Brownian motion with H=1/4.
Contribution
It introduces a discrete Atlas model with a source at the origin and proves its equilibrium fluctuations are governed by a stochastic heat equation with boundary conditions.
Findings
Equilibrium fluctuations follow a stochastic heat equation with Neumann boundary conditions.
Particle current converges to a fractional Brownian motion with H=1/4.
Provides a rigorous connection between the discrete model and continuous stochastic PDEs.
Abstract
We consider a discrete version of the Atlas model, which corresponds to a sequence of zero-range processes on a semi-infinite line, with a source at the origin and a diverging density of particles. We show that the equilibrium fluctuations of this model are governed by a stochastic heat equation with Neumann boundary conditions. As a consequence, we show that the current of particles at the origin converges to a fractional Brownian motion of Hurst exponent H=1/4.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Theoretical and Computational Physics
