Almost sure central limit theorems for stochastic wave equations

被引：2
|
作者：
Li, Jingyu [1 ]
Zhang, Yong [1 ]
机构：
[1] Jilin Univ, Changchun, Peoples R China
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2023年 / 28卷
基金：
中国国家自然科学基金;
关键词：
almost sure central limit theorem; stochastic wave equation; Malliavin calculus; Poincar?-type inequality; UNIVERSAL RESULT; PARTIAL-SUMS; PRODUCTS;
D O I：
10.1214/23-ECP517
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we study almost sure central limit theorems for the spatial average of the solution to the stochastic wave equation in dimension d <= 2 over a Euclidean ball, as the radius of the ball diverges to infinity.This equation is driven by a general Gaussian multiplicative noise, which is temporally white and colored in space including the cases of the spatial covariance given by a fractional noise, a Riesz kernel, and an integrable function that satisfies Dalang's condition.
引用
收藏
页数：1
相关论文
共 50 条
  • [1] ALMOST SURE CENTRAL LIMIT THEOREMS IN STOCHASTIC GEOMETRY
    Torrisi, Giovanni Luca
    Leonardi, Emilio
    ADVANCES IN APPLIED PROBABILITY, 2020, 52 (03) : 705 - 734
  • [2] Almost sure functional central limit theorems for multiparameter stochastic processes
    Czerebak-Morozowicz, E. B.
    Rychlik, Z.
    Urbanek, M.
    CONDENSED MATTER PHYSICS, 2008, 11 (02) : 371 - 381
  • [3] Almost sure central limit theorems for random functions
    Chuanrong Lu
    Jin Qiu
    Jianjun Xu
    Science in China Series A: Mathematics, 2006, 49 : 1788 - 1799
  • [4] Almost sure central limit theorems for random functions
    Lu Chuanrong
    Qiu Jin
    Xu Jianjun
    SCIENCE IN CHINA SERIES A-MATHEMATICS, 2006, 49 (12): : 1788 - 1799
  • [5] Almost sure central limit theorems for random fields
    Fazekas, I
    Rychlik, Z
    MATHEMATISCHE NACHRICHTEN, 2003, 259 : 12 - 18
  • [6] Almost sure central limit theorems for random functions
    LU Chuanrong
    Department of Mathematics
    Science China Mathematics, 2006, (12) : 1788 - 1799
  • [7] Almost sure central limit theorems on the Wiener space
    Bercu, Bernard
    Nourdin, Ivan
    Taqqu, Murad S.
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2010, 120 (09) : 1607 - 1628
  • [8] On almost sure limit theorems
    Ibragimov, IA
    Lifshits, MA
    THEORY OF PROBABILITY AND ITS APPLICATIONS, 1999, 44 (02) : 254 - 272
  • [9] Almost sure limit theorems for the maxima of stochastic volatility models
    Xiao, Jinghong
    Tan, Zhongquan
    STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2021, 93 (04) : 513 - 527
  • [10] Almost sure central limit theorems for the maxima of Gaussian functions
    Song, Wenyi
    Shao, Jiamin
    Tan, Zhongquan
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (20) : 7136 - 7147
12345