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

DOI10.1007/S00440-005-0427-6MaRDI QIDQ816992zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cited in

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• Multiplicative ergodic theorem for a non-irreducible random dynamical system
• A useful version of the central limit theorem for a general class of Markov chains
• Limit theorems for additive functionals of path-dependent SDEs
• Law of large numbers for random dynamical systems
• scientific article; zbMATH DE number 2147513 (Why is no real title available?)
• Large deviations for the Navier-Stokes equations driven by a white-in-time noise
• New proofs of Khinchin's law of large numbers and Lindeberg's central limit theorem-PDE's approach
• Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
• Exponential mixing and limit theorems of quasi-periodically forced 2D stochastic Navier-Stokes equations in the hypoelliptic setting
• Strong law of large numbers and central limit theorem for stochastic lattice differential equations
• 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
• Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization
• Exponential mixing for the white-forced damped nonlinear wave equation
• Limit theorems for additive functionals of stochastic functional differential equations with infinite delay
• The LLN and CLT for the statistical ensembles of discrete integrable Hamiltonian systems
• Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing
• The central limit theorems for integrable Hamiltonian systems perturbed by white noise
• On numerical discretizations that preserve probabilistic limit behaviors for time-homogeneous Markov processes
• Viscosity estimation for 2D pipe flows. I: Construction, consistency, asymptotic normality
• Central Limit Theorem for some non-stationary Markov chains
• Averaging principle for SDEs with singular drifts driven by -stable processes
• Limit theorems for SDEs with irregular drifts
• Limit theorems of the 2D stochastic Navier-Stokes equation driven by a time-periodic force and a degenerate noise

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