Boundary driven Brownian gas

We consider a gas of independent Brownian particles on a bounded in- terval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each time interval. Nonetheless, the dynamics can be constructed as a Markov process with continuous paths on a suitable state space. If λ0 and λ1 are the chemical potentials of the boundary reservoirs, the stationary distribution (reversible if and only if λ0 = λ1) is a Poisson point process with intensity given by the linear inter- polation between λ0 and λ1. We then analyze the empirical flow that it is defined by counting, in a time interval [0,t], the net number of particles crossing a given point x. In the stationary regime we identify its statistics and show that it is given, apart an x dependent correction that is bounded for large t, by the difference of two independent Poisson processes with parameters λ0 and λ1.