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An almost sure central limit theorem for the parabolic Anderson model with delta initial condition
Stochastics ( IF 0.9 ) Pub Date : 2022-06-17 , DOI: 10.1080/17442508.2022.2088236
Jingyu Li 1 , Yong Zhang 1
Affiliation  

Consider the parabolic Anderson model of the form tu=12Δu+uη, where u=u(t,x) for t>0 and xRd with u(0)=δ0, and η is a centered Gaussian noise that is white in time and has a spatially homogeneous covariance given by a nonnegative-definite measure f that satisfies Dalang's condition. Let pt(x):=(2πt)d/2exp{x2/(2t)} denote the standard Gaussian heat kernel on Rd and set U(t,x):=u(t,x)/pt(x) for all t>0 and xRd. In this paper, we present an almost sure central limit theorem (ASCLT) and a functional ASCLT for spatial averages of the form [0,N]dU(t,x)dx as N for fixed t>0 based on the quantitative analysis of f. In particular, when f is given by a Riesz kernel, that is, f(dx)=xβdx for some β(0,d2), we can also obtain the ASCLT.



中文翻译:

初始条件为 delta 的抛物线 Anderson 模型的一个几乎确定的中心极限定理

考虑形式的抛物线安德森模型=1个2个+η, 在哪里=(,X)对于t >0 和XRd(0)=δ0,并且η是居中的高斯噪声,它在时间上是白色的,并且具有由满足 Dalang 条件的非负定测度f给出的空间齐次协方差。p(X):=(2个π)d/2个exp{X2个/(2个)}表示标准高斯热核Rd并设置ü(,X):=(,X)/p(X)对于所有t >0 和XRd. 在本文中,我们提出了一个几乎确定的中心极限定理 (ASCLT) 和一个用于形式空间平均值的函数 ASCLT[0,]dü(,X)dX作为对于基于f的定量分析的固定t >0 。特别地,当f由 Riesz 内核给出时,即F(dX)=XβdX对于一些β(0,d2个),我们也可以获得ASCLT。

更新日期:2022-06-17
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