  A linear Boltzmann equation is interpreted as the forward equation for the
probability density of a Markov process (K(t), i(t), Y(t)), where (K(t), i(t))
is an autonomous reversible jump process, with waiting times between two jumps
with finite expectation value but infinite variance, and Y(t) is an additive
functional of K(t). We prove that under an anomalous rescaling Y converges in
distribution to a two-dimensional Brownian motion. As a consequence, the
appropriately rescaled solution of the Boltzmann equation converges to a
diffusion equation.
