The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems (Q6496990)

Consider the solution \(u(t,x)\), for \(t\geq0\) and \(x\in\mathbb{R}\), of the stochastic wave equationNEWLINE\[NEWLINE\frac{\partial^2u}{\partial t^2}(t,x)=\Delta u(t,x)+\dot{W}(t,x)NEWLINE\]NEWLINEfor \(t>0\) and \(x\in\mathbb{R}\), with \(u(0,x)=\frac{\partial u}{\partial t}(0,x)=0\) for \(x\in\mathbb{R}\), where \(\Delta\) is the Laplacian and \(W(t,x)\) is space-time white noise. This solution is a centred Gaussian process. The authors establish limit theorems for the sojourn timesNEWLINE\[NEWLINES_{\lambda,t}(T)=\int_{-T}^T\mathbf{1}_{\{u(t,x)\geq\lambda\}}\text{d}xNEWLINE\]NEWLINEabove the level \(\lambda\) as \(T\to\infty\), in the case where the time variable \(t=T^\alpha\) for some \(\alpha>0\). When \(\alpha<1\) a suitably normalised version of the sojourn time converges in distribution to a Gaussian law, and the authors give corresponding bounds on the Wasserstein distance. In the case \(\alpha\geq1\) the limiting distribution is non-Gaussian, and an explicit expression for the limiting law is given. These limits are established using a chaos expansion of the sojourn time, combined with tools from Stein-Malliavin calculus for the case \(\alpha<1\).