Almost sure central limit theorems for stochastic wave equations
Wave equation (35L05) PDEs with randomness, stochastic partial differential equations (35R60) Central limit and other weak theorems (60F05) Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) White noise theory (60H40)
Consider the following stochastic wave equation in dimension \(d\in\{1,2\}\): \[ \frac{\partial^2u}{\partial t^2}(t,x)=\Delta u(t,x)+\sigma(u(t,x))\dot{W}(t,x) \] for \(t>0\) and \(x\in\mathbb{R}^d\), with \(u(0,x)=1\) and \(\frac{\partial u}{\partial t}(0,x)=0\) for \(x\in\mathbb{R}^d\). Here \(\Delta\) is the Laplacian operator in the spatial variable \(x\) and \(\dot{W}\) is Gaussian noise which is white in the temporal component and whose spatial component is either a fractional noise (in the case \(d=1\)), is governed by a Riesz kernel (in the case \(d=2\)) or by a function satisfying Dalang's condition (in either the case \(d=1\) or \(d=2\)). The authors establish almost sure central limit theorems for solutions to this stochastic wave equation over a ball, as the radius of the ball tends to infinity. That is, writing \[ \mathcal{S}_{N,t}=\int_{|x|\leq N}[u(t,x)-1]\,\text{d}x\,, \] the authors show that, for a sequence \((d_k)\) of positive numbers satisfying certain growth conditions, \[ \lim_{n\to\infty}\frac{1}{d_1+\cdots+d_n}\sum_{k=1}^nd_kI\left\{\frac{\mathcal{S}_{k,t}}{\sqrt{\mbox{Var}(\mathcal{S}_{k,t})}}\leq x\right\}=\Phi(x) \] for any \(x\in\mathbb{R}\) and \(t>0\), where \(\Phi\) is the distribution function of the standard Gaussian random variable.
- Central limit theorems for stochastic wave equations in dimensions one and two
- An almost sure central limit theorem for the stochastic heat equation
- A central limit theorem for the stochastic wave equation with fractional noise
- Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise
- Moderate deviations for a stochastic wave equation in dimension three
- A central limit theorem for the stochastic heat equation
- A central limit theorem for the stochastic wave equation with fractional noise
- A note on the almost sure central limit theorem
- A note on the almost sure central limit theorem for weakly dependent random variables
- A universal result in almost sure central limit theorem for products of sums of partial sums under mixing sequence
- A universal result in almost sure central limit theory.
- Almost sure limit theorems on Wiener chaos: the non-central case
- An almost everywhere central limit theorem
- An almost sure central limit theorem for products of sums of partial sums under association
- An almost sure central limit theorem for the parabolic Anderson model with delta initial condition
- An almost sure central limit theorem for the stochastic heat equation
- An extension of almost sure central limit theory
- Averaging 2D stochastic wave equation
- Central limit theorems for stochastic wave equations in dimensions one and two
- Chaos expansion of 2D parabolic Anderson model
- Exact asymptotics of the stochastic wave equation with time-independent noise
- scientific article; zbMATH DE number 66648 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Limit theorems for linear processes generated by ρ-mixing sequence
- On Strong Versions of the Central Limit Theorem
- On the multifractal local behavior of parabolic stochastic PDEs
- Spatial ergodicity for SPDEs via Poincaré-type inequalities
- Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3
- Stochastic Equations in Infinite Dimensions
- The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
- The Malliavin Calculus and Related Topics
- The stochastic wave equation
- Asymptotic property of solutions to the random Cauchy problem for wave equations
- Moderate deviations for a stochastic wave equation in dimension three
- A central limit theorem for the stochastic wave equation with fractional noise
- Central limit theorems for stochastic wave equations in dimensions one and two
- Averaging 2D stochastic wave equation
- An almost sure central limit theorem for the stochastic heat equation
- scientific article; zbMATH DE number 1971696 (Why is no real title available?)
- Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise
- The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems
- Central limit theorems for nonlinear stochastic wave equations in dimension three
- Almost sure central limit theorems for the parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions
- Almost sure central limit theorem for the hyperbolic Anderson model with Lévy white noise
- Almost sure central limit theorems for parabolic/hyperbolic Anderson models with Gaussian colored noises
- General results on precise asymptotics for the stochastic heat equation
- Limit theorems for product of spatial average of parabolic Anderson model
- Gaussian fluctuations of spatial averages for a non-linear system of stochastic wave equations
This page was built for publication: Almost sure central limit theorems for stochastic wave equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6110550)
