English

Central limit theorems for stochastic wave equations in high dimensions

Probability 2025-01-09 v2

Abstract

We consider stochastic wave equations in spatial dimensions d4d \geq 4. We assume that the driving noise is given by a Gaussian noise that is white in time and has some spatial correlation. When the spatial correlation is given by the Riesz kernel, we also establish that the spatial integral of the solution with proper normalization converges to the standard normal distribution under the Wasserstein distance. The convergence is obtained by first constructing the approximation sequence to the solution and then applying Malliavin-Stein's method to the normalized spatial integral of the sequence. The corresponding functional central limit theorem is presented as well.

Keywords

Cite

@article{arxiv.2308.05716,
  title  = {Central limit theorems for stochastic wave equations in high dimensions},
  author = {Masahisa Ebina},
  journal= {arXiv preprint arXiv:2308.05716},
  year   = {2025}
}

Comments

Title changed, 48 pages

R2 v1 2026-06-28T11:53:01.778Z