English

A nonlinear Strassen law for singular SPDEs

Probability 2024-05-13 v3 Functional Analysis

Abstract

A result of Arcones implies that if a measure-preserving linear operator SS on an abstract Wiener space (X,H,μ)(X,H,\mu) is strongly mixing, then the set of limit points of the random sequence ((2logn)1/2Sn(x))nN((2\log n)^{-1/2}S^n(x))_{n\in\mathbb N} equals the unit ball of HH for a.e. xXx \in X, which may be seen as a generalization of the classical Strassen's law of the iterated logarithm. We extend this result to the case of a continuous parameter nn and higher Gaussian chaoses, and we also prove a contraction-type principle for Strassen laws of such chaoses. We then use these extensions to recover or prove Strassen-type laws for a broad collection of processes derived from a Gaussian measure, including "nonlinear" Strassen laws for singular SPDEs such as the KPZ equation.

Keywords

Cite

@article{arxiv.2307.10889,
  title  = {A nonlinear Strassen law for singular SPDEs},
  author = {Shalin Parekh},
  journal= {arXiv preprint arXiv:2307.10889},
  year   = {2024}
}

Comments

3rd version: fixed various small typos appearing in the published version

R2 v1 2026-06-28T11:35:57.127Z