{ "id": "2009.09658", "version": "v1", "published": "2020-09-21T07:48:29.000Z", "updated": "2020-09-21T07:48:29.000Z", "title": "Limit theorems for time-dependent averages of nonlinear stochastic heat equations", "authors": [ "Kunwoo Kim", "Jaeyun Yi" ], "comment": "24 pages", "categories": [ "math.PR" ], "abstract": "We study limit theorems for time-dependent average of the form $X_t:=\\frac{1}{2L(t)}\\int_{-L(t)}^{L(t)} u(t, x) \\, dx$, as $t\\to \\infty$, where $L(t)=e^{\\lambda t}$ and $u(t, x)$ is the solution to a stochastic heat equation on $\\mathbb{R}_+\\times \\mathbb{R}$ driven by space-time white noise with $u_0(x)=1$ for all $x\\in \\mathbb{R}$. We show that for $X_t$ (i) the weak law of large numbers holds when $\\lambda>\\lambda_1$, (ii) the strong law of large numbers holds when $\\lambda>\\lambda_2$, (iii) the central limit theorem holds when $\\lambda>\\lambda_3$, (iv) the quantitative central limit theorem holds when $\\lambda>\\lambda_4$, where $\\lambda_i$'s are positive constants depending on the moment Lyapunov exponents of $u(t, x)$.", "revisions": [ { "version": "v1", "updated": "2020-09-21T07:48:29.000Z" } ], "analyses": { "subjects": [ "60H15", "60F15", "60F05" ], "keywords": [ "nonlinear stochastic heat equations", "time-dependent average", "large numbers holds", "quantitative central limit theorem holds" ], "note": { "typesetting": "TeX", "pages": 24, "language": "en", "license": "arXiv", "status": "editable" } } }