Higher order fluctuation fields and orthogonal duality polynomials

Abstract

Inspired by the works in [1] and [8] 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 formally corresponds to the SPDE associated with the $k$th-power of a generalized Ornstein-Uhlenbeck process.

32 pages