Hydrodynamics of a class of $N$-urn linear systems
Xiaofeng Xue

TL;DR
This paper investigates the hydrodynamic behavior and fluctuations of a broad class of $N$-urn linear systems, including models like voter models and exclusion processes, revealing their limits are governed by linear ODEs and Ornstein-Uhlenbeck processes.
Contribution
It establishes the hydrodynamic limit and fluctuation results for a general class of $N$-urn linear systems, extending previous models with new analytical techniques.
Findings
Hydrodynamic limit described by a linear ODE in the dual space
Fluctuations characterized by a dual Ornstein-Uhlenbeck process
Key role of an extended Chapman-Kolmogorov equation in proofs
Abstract
In this paper we are concerned with hydrodynamics of a class of -urn linear systems, which include voter models, pair-symmetric exclusion processes and binary contact path processes on urns as special cases. We show that the hydrodynamic limit of our process is driven by a -valued linear ordinary differential equation and the fluctuation of our process, i.e, central limit theorem from the hydrodynamic limit, is driven by a -valued Ornstein-Uhlenbeck process. To derive above main results, we need several replacement lemmas. An extension in linear systems of Chapman-Kolmogorov equation plays key role in proofs of these replacement lemmas.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Markov Chains and Monte Carlo Methods · advanced mathematical theories
