Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition
Probability
2023-01-20 v4
Abstract
Let denote the solution to the parabolic Anderson model with initial condition and driven by space-time white noise on , and let 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 is ergodic for every . 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