Gaussian limits for subcritical chaos

DOI10.1214/22-EJP798zbMATH Open1492.60053arXiv2112.08242OpenAlexW4285304120MaRDI QIDQ2149934FDOQ2149934

Authors: Francesco Caravenna, Francesca Cottini 

Publication date: 27 June 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We present a simple criterion, only based on second moment assumptions, for the convergence of polynomial or Wiener chaos to a Gaussian limit. We exploit this criterion to obtain new Gaussian asymptotics for the partition functions of two-dimensional directed polymers in the sub-critical regime, including a singular product between the partition function and the disorder. These results can also be applied to the KPZ and Stochastic Heat Equation. As a tool of independent interest, we derive an explicit chaos expansion which sharply approximates the logarithm of the partition function.

Full work available at URL: https://arxiv.org/abs/2112.08242

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zbMATH Keywords

central limit theoremstochastic heat equationWiener chaosKPZ equationpolynomial chaosEdwards-Wilkinson fluctuationsdirected polymer in random environment

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) PDEs with randomness, stochastic partial differential equations (35R60) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

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Cited In (4)

• Title not available (Why is that?)
• Directed polymers in a random environment: a review of the phase transitions
• Fluctuations of quadratic chaos
• Fluctuations of two-dimensional stochastic heat equation and KPZ equation in subcritical regime for general initial conditions

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