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 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.
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