We give easily verifiable conditions under which a functional
central limit theorem holds for additive functionals of symmetric simple
exclusion and symmetric zero-range processes. Also a reversible exclusion model
with speed change is considered. Let $\eta (t)$ be the configuration of the
process at time t and let $f(\eta)$ be a function on the state space.
The question is: For which functions f does $\lambda^{-1/2}
\int_0^{\lambda t} f(\eta(s)) ds$ converge to a Brownian motion? A general but
often intractable answer is given by Kipnis and Varadhan. In this article we
determine what conditions beyond a mean-zero condition on $f(\eta)$ are
required for the diffusive limit above. Specifically, we characterize the
$H^{-1}$ space in an applicable way.
¶ Our method of proof relies primarily on a sharp estimate on the
"spectral gap" of the process and weak regularity properties for the
invariant measures.
Publié le : 1996-10-14
Classification:
Simple exclusion process,
zero-range process,
invariance principle,
central limit theorem,
60K35,
60F05
@article{1041903208,
author = {Sethuraman, Sunder and Xu, Lin},
title = {A central limit theorem for reversible exclusion and zero-range
particle systems},
journal = {Ann. Probab.},
volume = {24},
number = {2},
year = {1996},
pages = { 1842-1870},
language = {en},
url = {http://dml.mathdoc.fr/item/1041903208}
}
Sethuraman, Sunder; Xu, Lin. A central limit theorem for reversible exclusion and zero-range
particle systems. Ann. Probab., Tome 24 (1996) no. 2, pp. 1842-1870. http://gdmltest.u-ga.fr/item/1041903208/