Limit theorems for time-dependent averages of nonlinear stochastic heat equations

Abstract: We study limit theorems for time-dependent averages of the form

X_{t} := f r a c 1 2 L (t) i n t_{- L (t)}^{L (t)} u (t, x), d x

, as

t o i n f t y

, where

L (t) = e x p (l a m b d a t)

and

u (t, x)

is the solution to a stochastic heat equation on

m a t h b b R_{+} i m e s m a t h b b R

driven by space-time white noise with

u_{0} (x) = 1

for all

x i n m a t h b b R

. We show that for

X_{t}

(i) the weak law of large numbers holds when

l a m b d a > l a m b d a_{1}

, (ii) the strong law of large numbers holds when

l a m b d a > l a m b d a_{2}

, (iii) the central limit theorem holds when

l a m b d a > l a m b d a_{3}

, but fails when

l a m b d a < l a m b d a_{4} l e q l a m b d a_{3}

, (iv) the quantitative central limit theorem holds when

l a m b d a > l a m b d a_{5}

, where

l a m b d a_{i}

's are positive constants depending on the moment Lyapunov exponents of

u (t, x)

.

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