Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method (Q6163563)

Let \({u(t, x)}_{t>0,x\in \mathbb{R}^d}\) be the solution to a \(d\)-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and has a spatially homogeneous covariance that satisfies Dalang's condition. The purpose of this paper is to establish quantitative central limit theorems for spatial averages of the form \(N^{-d} \int_{[0,N]^d} g(u(t, x)) dx\), as \(N\to\infty\), where \(g\) is a Lipschitz-continuous function or it belongs to a class of locally-Lipschitz functions. More precisely, the authors establish the convergence in distribution of \(N^{d/2}S_{N,t} (g)\) to a normal law as \(N\) tends to infinity, where \( S_{N,t} (g) =N^{-d} \int_{[0,N]^d} g(u(t, x)) dx- E[g(u(t, 0))]\). In the present paper the authors appeal to the Malliavin-Stein method in order to establish convergence of \(N^{d/2}S_{N,t} (g)\) to a normal law in the total variation distance. The combination of Malliavin's calculus with Stein's method for normal approximations provide an effective method for deriving quantitative CLTs for functionals of Gaussian random fields. Moreover, the authors establish such central limit theorems not only for Lipschitz functions \(g\), but also for certain locally Lipschitz functions. In particular, the results cover the case when \(g(u) = \log(u)\). In this case \(g(u)\) is called the Hopf-Cole solution or height function of the corresponding Kardar-Parisi-Zhang equation.