A Central Limit Theorem for the stochastic heat equation
Probability
2018-10-24 v1
Abstract
We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from to converges in total variance distance to a standard normal distribution as tends to infinity, after renormalization. We also show a functional version of this central limit theorem.
Cite
@article{arxiv.1810.09492,
title = {A Central Limit Theorem for the stochastic heat equation},
author = {Jingyu Huang and David Nualart and Lauri Viitasaari},
journal= {arXiv preprint arXiv:1810.09492},
year = {2018}
}