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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
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.
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