Central limit theorems for additive functionals of long-range zero-range processes
Xue Xiaofeng

TL;DR
This paper extends the central limit theorem for additive functionals of zero-range processes to long-range interactions, showing that the limit processes are often driven by fractional Brownian motions with specific Hurst parameters.
Contribution
It introduces a long-range version of the CLT for zero-range processes, revealing fractional Brownian motion as the limit process in several cases.
Findings
Limit processes are driven by fractional Brownian motions with Hurst parameters in (1/2, 3/4].
A local CLT for long-range random walks is established.
The paper proves a relaxation to equilibrium for long-range zero-range processes.
Abstract
In this paper, we extend the central limit theorem of the additive functional of the nearest-neighbor zero-range process given in \cite{Quastel2002} to the long-range case. Our main results show that in several cases the limit processes are driven by fractional Brownian motions with Hurst parameters in . A local central limit theorem of the long-range random walk and a relaxation to equilibrium theorem of the long-range zero-range process play the key roles in the proofs of our main results.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Random Matrices and Applications
