Functional central limit theorems for spatial averages of the parabolic Anderson model with delta initial condition in dimension d\geq 1

arXiv2208.11323MaRDI QIDQ6408655FDOQ6408655

Authors: Wanying Zhang, Yong Zhang 

Publication date: 24 August 2022

Abstract: Let ${u(t,x)}_{t>0,xin{mathbbR}^d}$ be the solution to a $d$-dimensional parabolic Anderson model with initial condition ${delta}_0$ and driven by a Gaussian noise that is white in time and has a spatially homogeneous covariance given by a nonnegative-definite measure $f$ which satisfies Dalang's condition. Let $S_{N,t}:=N^{-d}in{t}_{{[0,N]}^d}[U(t,x)-1]mdx$ denote the spatial average on ${mathbbR}^d$. We obtain various functional central limit theorems (CLTs) for spatial averages based on the quantitative analysis of $f$ and spatial dimension $d$. In particular, when $f$ is given by Riesz kernel, i.e., $$, $$, the functional CLT is also based on the index $$.

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