Print Email Facebook Twitter Higher order fluctuation fields and orthogonal duality polynomials Title Higher order fluctuation fields and orthogonal duality polynomials Author Ayala Valenzuela, M.A. (TU Delft Applied Probability) Carinci, G. (Università di Modena e Reggio Emilia) Redig, F.H.J. (TU Delft Applied Probability) Date 2021 Abstract Inspired by the works in [2] and [11] we introduce what we call k-th-order fluctuation fields and study their scaling limits. This construction is done in the context of particle systems with the property of orthogonal self-duality. This type of duality provides us with a setting in which we are able to interpret these fields as some type of discrete analogue of powers of the well-known density fluctuation field. We show that the weak limit of the k-th order field satisfies a recursive martingale problem that corresponds to the SPDE associated with the kth-power of a generalized Ornstein-Uhlenbeck process. Subject Fluctuation fieldsHigher-order fieldsOrthogonal polynomialsSelf-duality To reference this document use: http://resolver.tudelft.nl/uuid:8ff5bc43-16ad-4587-befa-eea1717e11f0 DOI https://doi.org/10.1214/21-EJP586 ISSN 1083-6489 Source Electronic Journal of Probability, 26, 1-35 Part of collection Institutional Repository Document type journal article Rights © 2021 M.A. Ayala Valenzuela, G. Carinci, F.H.J. Redig Files PDF 21_EJP586.pdf 665.84 KB Close viewer /islandora/object/uuid:8ff5bc43-16ad-4587-befa-eea1717e11f0/datastream/OBJ/view