Mathematics > Probability
[Submitted on 12 Nov 2022 (v1), last revised 30 Oct 2024 (this version, v2)]
Title:Gaussian fluctuations of spatial averages of a system of stochastic heat equations
View PDF HTML (experimental)Abstract:We consider a system of $d$ non-linear stochastic heat equations driven by an $m$-dimensional space-time white noise on $\mathbb{R}_+\times \mathbb{R}$. In this paper we study the asymptotic behavior of spatial averages over large intervals $[-R,R]$. We establish a rate of convergence to a multivariate normal distribution in the Wasserstein distance and a functional central limit theorem.
Submission history
From: Bhargobjyoti Saikia [view email][v1] Sat, 12 Nov 2022 02:33:48 UTC (9 KB)
[v2] Wed, 30 Oct 2024 01:42:30 UTC (10 KB)
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