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

被引:16
作者
Chen, Le [1 ]
Khoshnevisan, Davar [2 ]
Nualart, David [3 ]
Pu, Fei [4 ]
机构
[1] Emory Univ, Atlanta, GA 30322 USA
[2] Univ Utah, Salt Lake City, UT 84112 USA
[3] Univ Kansas, Lawrence, KS 66045 USA
[4] Beijing Normal Univ, Beijing, Peoples R China
关键词
Parabolic Anderson model; Ergodicity; Central limit theorem; Delta initial condition; EQUATION;
D O I
10.1016/j.jfa.2021.109290
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let {u( t, x)}(t>0,x epsilon R) denote the solution to the parabolic Anderson model with initial condition delta(0) and driven by space-time white noise on R+ x R, and let 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 [6,7] in order to prove that the random field x -> u( t, x)/p(t)(x) is ergodic for every t > 0. And we establish an associated quantitative central limit theorem following the approach based on the MalliavinStein method introduced in Huang, Nualart, and Viitasaari [11]. (C) 2021 Elsevier Inc. All rights reserved.
引用
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页数:35
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