Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n^{ 1/2} one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of fluctuations comes from the particle current across the characteristic. For a system made up of independent random walks we show that the second-order fluctuations appear at scale n^{ 1/4} and converge to a certain self-similar Gaussian process. If the system is in equilibrium, this limiting process specializes to fractional Brownian motion with Hurst parameter 1/4. This contrasts with asymmetric exclusion and Hammersley's process whose second-order fluctuations appear at scale n^{ 1/3}, as has been discovered through related combinatorial growth models.
Categories: math.PR