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A nonlinear Strassen law for singular SPDEs

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arxiv 2307.10889 v3 pith:JIGRW63H submitted 2023-07-20 math.PR math.FA

classification math.PRmath.FA
keywords strassenlawschaosesgaussiannonlinearproveresultsingular
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abstract

A result of Arcones implies that if a measure-preserving linear operator $S$ on an abstract Wiener space $(X,H,\mu)$ is strongly mixing, then the set of limit points of the random sequence $((2\log n)^{-1/2}S^n(x))_{n\in\mathbb N}$ equals the unit ball of $H$ for a.e. $x \in X$, which may be seen as a generalization of the classical Strassen's law of the iterated logarithm. We extend this result to the case of a continuous parameter $n$ and higher Gaussian chaoses, and we also prove a contraction-type principle for Strassen laws of such chaoses. We then use these extensions to recover or prove Strassen-type laws for a broad collection of processes derived from a Gaussian measure, including "nonlinear" Strassen laws for singular SPDEs such as the KPZ equation.

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