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An almost sure central limit theorem for the stochastic heat equation
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2021-05-14 , DOI: 10.1016/j.spl.2021.109149
Jingyu Li , Yong Zhang

Let u(t,x) be the solution to the stochastic heat equation on R+×Rd driven by a Gaussian noise that is white in time and has a spatially covariance that satisfies Dalang’s condition. In this paper, we prove an almost sure central limit theorem for spatial averages of the form [0,N]dg(u(t,x))dx as N for fixed t>0, where g is a globally Lipschitz function or belongs to a class of locally Lipschitz functions.



中文翻译:

随机热方程的几乎确定的中心极限定理

üŤX 是随机热方程的解 [R+×[Rd由高斯噪声驱动,该噪声在时间上为白色,并且具有满足大朗条件的空间协方差。在本文中,我们证明了形式的空间平均值的几乎确定的中心极限定理[0ñ]dGüŤXdX 作为 ñ 用于固定 Ť>0, 在哪里 G 是全局Lipschitz函数或属于局部Lipschitz函数的一类。

更新日期:2021-05-22
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