We consider additive functionals INTt-0 V(ns
)ds of symmetric zero-range processes, where V
is a mean zero local function. In dimensions 1 and 2 we obtain a
central limit theorem for a-1(t) INTt-0
V(ns)ds with a(t) = SQRROOT
(tlogt) in d =2 and a(t) = t
3/4 in d = 1 and an explicit form for the
asymptotic variance SIGMA2. The transient case d
greater than or equal to 3 can be handled by standard arguments
[KV, SX,S]. We also obtain corresponding invariance principles.
This generalizes results obtained by Port (see [CG]) for
noninteracting random walks and Kipnis [K] for the symmetric simple
exclusion process. Our main tools are the martingale method together
with L2 decay estimates [JLQY] for the process
semigroup.