English

A central limit theorem for the KPZ equation

Probability 2016-10-21 v2 Mathematical Physics Analysis of PDEs math.MP

Abstract

We consider the KPZ equation in one space dimension driven by a stationary centred space-time random field, which is sufficiently integrable and mixing, but not necessarily Gaussian. We show that, in the weakly asymmetric regime, the solution to this equation considered at a suitable large scale and in a suitable reference frame converges to the Hopf-Cole solution to the KPZ equation driven by space-time Gaussian white noise. While the limiting process depends only on the integrated variance of the driving field, the diverging constants appearing in the definition of the reference frame also depend on higher order moments.

Keywords

Cite

@article{arxiv.1507.01237,
  title  = {A central limit theorem for the KPZ equation},
  author = {Martin Hairer and Hao Shen},
  journal= {arXiv preprint arXiv:1507.01237},
  year   = {2016}
}

Comments

58 pages

R2 v1 2026-06-22T10:05:56.824Z