English

A central limit theorem for stochastic heat equations in random environment

Probability 2018-09-12 v3

Abstract

In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem for finite-dimensional diffusions in random environment to this infinite-dimensional setting. Due to our result, a central limit theorem in L1L^1 sense with respect to the randomness of the environment holds under a diffusive time scaling. The limit distribution is a centered Gaussian law whose covariance operator is explicitly described. It concentrates only on the space of constant functions.

Keywords

Cite

@article{arxiv.1511.01615,
  title  = {A central limit theorem for stochastic heat equations in random environment},
  author = {Lu Xu},
  journal= {arXiv preprint arXiv:1511.01615},
  year   = {2018}
}

Comments

20 pages

R2 v1 2026-06-22T11:38:02.160Z