Almost sure central limit theorems for the parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions
The parabolic Anderson model driven by space-time white noise on the interval \([0, k]\) is considered, with Neumann, Dirichlet, or periodic boundary conditions. The spatial averages of the form \(\int_{0}^{k} u^{(k)}(t, x) \, dx\), where \(u^{(k)}(t, x)\) represents the solution to the model, are investigated. The almost sure central limit theorems for these spatial averages are established as \(k\) tends to infinity. The probabilistic properties and asymptotic behavior of the solutions are analyzed under varying boundary conditions. Insights into the statistical structure of the model are derived, contributing to a deeper understanding of its large-scale behavior.
- Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions
- Convergence of densities of spatial averages of the parabolic Anderson model driven by colored noise
- An almost sure central limit theorem for the parabolic Anderson model with delta initial condition
- Central limit theorems for heat equation with time-independent noise: The regular and rough cases
- Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition
- A central limit theorem for the stochastic heat equation
- A central limit theorem for the stochastic wave equation with fractional noise
- A general result on almost sure central limit theorem for self-normalized sums for mixing sequences
- A note on the almost sure central limit theorem
- A note on the almost sure central limit theorem for weakly dependent random variables
- A universal result in almost sure central limit theorem for products of sums of partial sums under mixing sequence
- A universal result in almost sure central limit theory.
- Almost sure central limit theorems for stochastic wave equations
- Almost sure central limit theorems for the maxima of randomly chosen random variables
- An almost everywhere central limit theorem
- An almost sure central limit theorem for the parabolic Anderson model with delta initial condition
- An extension of almost sure central limit theory
- Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
- Convergence of densities of spatial averages of stochastic heat equation
- Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions
- scientific article; zbMATH DE number 3984248 (Why is no real title available?)
- scientific article; zbMATH DE number 66648 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Limit theorems for time-dependent averages of nonlinear stochastic heat equations
- On strong and almost sure local limit theorems for a probabilistic model of the Dickman distribution
- On Strong Versions of the Central Limit Theorem
- Precise intermittency for the parabolic Anderson equation with an (1+1)-dimensional time-space white noise
- Properties of Gaussian local times
- Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition
- Spatial ergodicity for SPDEs via Poincaré-type inequalities
- The law of the iterated logarithm for spatial averages of the stochastic heat equation
- The Malliavin Calculus and Related Topics
This page was built for publication: Almost sure central limit theorems for the parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6622508)
