Central limit theorems for additive functionals of 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 $(1/2, 3/4]$. 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.
Fields of Study & Subjects
Stochastic processes and statistical mechanics
Stochastic processes and financial applications
Theoretical and Computational Physics
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 25 January 2026
- Document type
- Preprint