Stationary fluctuations for the WASEP with long jumps and infinitely extended reservoirs
Wenxuan Chen, Linjie Zhao

TL;DR
This paper investigates the stationary fluctuations of a weakly asymmetric exclusion process with long jumps and infinite reservoirs, showing they are described by either the Ornstein-Uhlenbeck process or the stochastic Burgers equation depending on asymmetry strength.
Contribution
It establishes the limiting behavior of stationary fluctuations for a WASEP with long jumps and infinite reservoirs, connecting to well-known stochastic PDEs.
Findings
Fluctuations follow the Ornstein-Uhlenbeck process under weak asymmetry.
Fluctuations follow the stochastic Burgers equation under stronger asymmetry.
Results depend on the asymmetry parameter controlling the dynamics.
Abstract
We study a weakly asymmetric exclusion process with long jumps and with infinitely many extended reservoirs. We prove that the stationary fluctuations of the process are governed by the generalized Ornstein-Uhlenbeck process or the stochastic Burgers equation with Dirichlet boundary conditions depending on the strength of the asymmetry of the dynamics.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications
