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Sharp convergence of nonlinear functionals of a class of Gaussian random fields

Probability 2018-10-10 v1

Abstract

We present a self-contained proof of a uniform bound on multi-point correlations of trigonometric functions of a class of Gaussian random fields. It corresponds to a special case of the general situation considered in [Hairer-Xu], but with improved estimates. As a consequence, we establish convergence of a class of Gaussian fields composite with more general functions. These bounds and convergences are useful ingredients to establish weak universalities of several singular stochastic PDEs.

Keywords

Cite

@article{arxiv.1810.03850,
  title  = {Sharp convergence of nonlinear functionals of a class of Gaussian random fields},
  author = {Weijun Xu},
  journal= {arXiv preprint arXiv:1810.03850},
  year   = {2018}
}

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22 pages