Gaussian fluctuation for spatial average of super-Brownian motion

DOI10.1080/07362994.2022.2079530zbMATH Open1518.35706arXiv2111.08423OpenAlexW3213288071WikidataQ114100293 ScholiaQ114100293MaRDI QIDQ6135044FDOQ6135044

Fei Pu, Zenghu Li

Publication date: 25 July 2023

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Abstract: Let ${u(t,,x)}_{(t,x)inmathbb{R}_{+}imesmathbbR}$ be the density of one-dimensional super-Brownian motion starting from Lebesgue measure. Using the Laplace functional of super-Brownian motion, we prove that as $Noinfty$, the normalized spatial integral $N^{-1/2}in{t}_0^{xN}[u(t,,z)-1]mdz$ converges jointly in $(t,x)$ to Brownian sheet in distribution.

Full work available at URL: https://arxiv.org/abs/2111.08423

zbMATH Keywords

central limit theoremstochastic heat equationsuper-Brownian motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60) Superprocesses (60J68)

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Cited In (2)

• Moment asymptotics for super-Brownian motions
• Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation

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