English

Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition

Probability 2023-01-20 v4

Abstract

Let {u(t,x)}t>0,xR\{u(t\,, x)\}_{t >0, x \in\mathbb{R}} denote the solution to the parabolic Anderson model with initial condition δ0\delta_0 and driven by space-time white noise on R+×R\mathbb{R}_+\times\mathbb{R}, and let pt(x):=(2πt)1/2exp{x2/(2t)}p_t(x):= (2\pi t)^{-1/2}\exp\{-x^2/(2t)\} denote the standard Gaussian heat kernel on the line. We use a non-trivial adaptation of the methods in our companion papers \cite{CKNP,CKNP_b} in order to prove that the random field xu(t,x)/pt(x)x\mapsto u(t\,,x)/p_t(x) is ergodic for every t>0t >0. And we establish an associated quantitative central limit theorem following the approach based on the Malliavin-Stein method introduced in Huang, Nualart, and Viitasaari \cite{HNV2018}.

Keywords

Cite

@article{arxiv.2005.10417,
  title  = {Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition},
  author = {Le Chen and Davar Khoshnevisan and David Nualart and Fei Pu},
  journal= {arXiv preprint arXiv:2005.10417},
  year   = {2023}
}

Comments

An error in the proof of Lemma 5.4 has been corrected

R2 v1 2026-06-23T15:42:17.940Z