Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise

DOI10.1090/TPMS/1167MaRDI QIDQ5080407zbMATH OpenOpenAlexWikidataFDO

Authors Rémi Dhoyer, Ciprian A. Tudor

Publication date 31 May 2022

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/1167

zbMATH Keywords

multiple stochastic integralsstochastic wave equationcumulantsRosenblatt sheetsecond Wiener chaos

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 3477653 (Why is no real title available?)
• A central limit theorem for the stochastic heat equation
• A central limit theorem for the stochastic wave equation with fractional noise
• Analysis of variations for self-similar processes. A stochastic calculus approach
• Gaussian fluctuations for the stochastic heat equation with colored noise
• Normal approximations with Malliavin calculus. From Stein's method to universality
• Spatial average for the solution to the heat equation with Rosenblatt noise
• Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3
• The Malliavin Calculus and Related Topics
• The linear stochastic heat equation with Hermite noise
• Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
• Wiener integrals with respect to the Hermite random field and applications to the wave equation

Cited in

(8)

• Central limit theorems for nonlinear stochastic wave equations in dimension three
• Central limit theorems for stochastic wave equations in dimensions one and two
• Spatial average for the solution to the heat equation with Rosenblatt noise
• The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems
• A central limit theorem for the stochastic wave equation with fractional noise
• Noneuclidean harmonic analysis, the central limit theorem, and long transmission lines with random inhomogeneities
• Averaging 2D stochastic wave equation
• Almost sure central limit theorems for stochastic wave equations

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