Scaling Limits of Random Walks, Harmonic Profiles, and Stationary Non-Equilibrium States in Lipschitz Domains

Abstract

We consider the open symmetric exclusion (SEP) and inclusion (SIP) processes on a bounded Lipschitz domain $\Omega$, with both fast and slow boundary. For the random walks on $\Omega$ dual to SEP/SIP we establish: a functional-CLT-type convergence to the Brownian motion on $\Omega$ with either Neumann (slow boundary), Dirichlet (fast boundary), or Robin (at criticality) boundary conditions; the discrete-to-continuum convergence of the corresponding harmonic profiles. As a consequence, we rigorously derive the hydrodynamic and hydrostatic limits for SEP/SIP on $\Omega$, and analyze their stationary non-equilibrium fluctuations. All scaling limit results for SEP/SIP concern finite-dimensional distribution convergence only, as our duality techniques do not require to establish tightness for the fields associated to the particle systems.

arXiv comment56 pages, 3 figures; final version

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Cited by in corpus (2)

• Tiny fluctuations of the averaging process around its degenerate steady state
• Spectral gap of the symmetric inclusion process