<p>Let <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\({\left\{u\left(t,x\right)\right\}}_{t&gt;0,x\in {\mathbb{R}}^{d}}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mfenced close="}" open="{"> <mi>u</mi> <mfenced close=")" open="("> <mi>t</mi> <mo>,</mo> <mi>x</mi> </mfenced> </mfenced> <mrow> <mi>t</mi> <mo>&gt;</mo> <mn>0</mn> <mo>,</mo> <mi>x</mi> <mo>∈</mo> <msup> <mrow> <mi mathvariant="double-struck">R</mi> </mrow> <mi>d</mi> </msup> </mrow> </msub> </math></EquationSource> </InlineEquation> denote the solution to a <i>d</i>-dimensional parabolic Anderson model with delta initial condition and driven by a multiplicative noise that is white in time and has a spatially homogeneous covariance given by a nonnegative-definite measure <i>f</i>. Let <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\({S}_{N,t} : ={N}^{-d}{\int }_{{\left[0,N\right]}^{d}}\text{d}x\left[U\left(t,x\right)-1\right]\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>S</mi> <mrow> <mi>N</mi> <mo>,</mo> <mi>t</mi> </mrow> </msub> <mo>:</mo> <mo>=</mo> <msup> <mrow> <mi>N</mi> </mrow> <mrow> <mo>-</mo> <mi>d</mi> </mrow> </msup> <msub> <mo>∫</mo> <msup> <mrow> <mfenced close="]" open="["> <mn>0</mn> <mo>,</mo> <mi>N</mi> </mfenced> </mrow> <mi>d</mi> </msup> </msub> <mtext>d</mtext> <mi>x</mi> <mfenced close="]" open="["> <mi>U</mi> <mfenced close=")" open="("> <mi>t</mi> <mo>,</mo> <mi>x</mi> </mfenced> <mo>-</mo> <mn>1</mn> </mfenced> </mrow> </math></EquationSource> </InlineEquation> denote the spatial average on ℝ<sup><i>d</i></sup>. We obtain various functional central limit theorems for spatial averages based on the quantitative analysis of <i>f</i> and spatial dimension <i>d</i>. In particular, when <i>f</i> is given by the Riesz kernel, that is, <i>f</i>(<i>x</i>) = ∥<i>x</i>∥<sup><i>−β</i></sup> d<i>x</i>, <i>β</i> ∈ (0<i>,</i> 2 ∧ <i>d</i>), the functional central limit theorem is also based on the index <i>β</i>.</p>

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Functional central limit theorems for spatial averages of the parabolic Anderson model with delta initial condition in dimension d ≥ 1

  • Wanying Zhang,
  • Yong Zhang,
  • Jingyu Li

摘要

Let \({\left\{u\left(t,x\right)\right\}}_{t>0,x\in {\mathbb{R}}^{d}}\) u t , x t > 0 , x R d denote the solution to a d-dimensional parabolic Anderson model with delta initial condition and driven by a multiplicative noise that is white in time and has a spatially homogeneous covariance given by a nonnegative-definite measure f. Let \({S}_{N,t} : ={N}^{-d}{\int }_{{\left[0,N\right]}^{d}}\text{d}x\left[U\left(t,x\right)-1\right]\) S N , t : = N - d 0 , N d d x U t , x - 1 denote the spatial average on ℝd. We obtain various functional central limit theorems for spatial averages based on the quantitative analysis of f and spatial dimension d. In particular, when f is given by the Riesz kernel, that is, f(x) = ∥x−β dx, β ∈ (0, 2 ∧ d), the functional central limit theorem is also based on the index β.