This work is a contribution to the study of the ergodic and stochastic properties of Z d-periodic dynamical systems preserving an infinite measure. We establish functional limit theorems for natural Birkhoff sums related to local times of the Z d-periodic Lorentz gas with infinite horizon, for both the collision map and the flow. In particular, our results apply to the difference between the numbers of collisions in two different cells. Because of the Z d-periodicity of the model we are interested in, these Birkhoff sums can be rewritten as additive functionals of a Birkhoff sum of the Sinai billiard. Our proofs rely on a general argument valid in a general framework. For completness and in view of future studies, we state a general result ...