Law of large numbers and central limit theorem for randomly forced PDE's

DOI10.1007/S00440-005-0427-6zbMATH Open1099.35188OpenAlexW2058100347MaRDI QIDQ816992FDOQ816992

Armen Shirikyan

Publication date: 2 March 2006

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-005-0427-6

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zbMATH Keywords

rate of convergencecentral limit theoremstrong law of large numbersexponential mixingdissipative partial differential equationsexternal random force

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Navier-Stokes equations (35Q30) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

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Cited In (15)

• A useful version of the central limit theorem for a general class of Markov chains
• Limit theorems for additive functionals of path-dependent SDEs
• Title not available (Why is that?)
• Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization
• Law of large numbers for random dynamical systems
• Large deviations for the Navier-Stokes equations driven by a white-in-time noise
• Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
• Limit theorems of additive functionals for regime-switching diffusions with infinite delay
• Limit theorems in Wasserstein distance for empirical measures of diffusion processes on Riemannian manifolds
• Exponential mixing for the white-forced damped nonlinear wave equation
• Limit theorems for additive functionals of stochastic functional differential equations with infinite delay
• The central limit theorems for integrable Hamiltonian systems perturbed by white noise
• Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing
• Central Limit Theorem for some non-stationary Markov chains
• Multiplicative ergodic theorem for a non-irreducible random dynamical system

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