Almost sure central limit theorems for stochastic wave equations (Q6110550)

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scientific article; zbMATH DE number 7721283
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Almost sure central limit theorems for stochastic wave equations
scientific article; zbMATH DE number 7721283

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    Almost sure central limit theorems for stochastic wave equations (English)
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    2 August 2023
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    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.
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    almost sure central limit theorem
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    Malliavin calculus
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    Poincaré-type inequality
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    stochastic wave equation
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