A Central Limit Theorem for the stochastic heat equation
classification
🧮 math.PR
keywords
centralequationheatlimitstochastictheoremconsiderconverges
pith:RA5VP6RT Add to your LaTeX paper
What is a Pith Number?\usepackage{pith}
\pithnumber{RA5VP6RT}
Prints a linked pith:RA5VP6RT badge after your title and writes the identifier into PDF metadata. Compiles on arXiv with no extra files. Learn more
read the original abstract
We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal distribution as $R$ tends to infinity, after renormalization. We also show a functional version of this central limit theorem.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.