Law of large numbers and central limit theorem for randomly forced PDE's

被引:15
|
作者
Shirikyan, A [1 ]
机构
[1] Univ Paris 11, Math Lab, F-91405 Orsay, France
关键词
strong law of large numbers; central limit theorem; rate of convergence; exponential mixing; randomly forced PDE's;
D O I
10.1007/s00440-005-0427-6
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
We consider a class of dissipative PDE's perturbed by an external random force. Under the condition that the distribution of perturbation is sufficiently non-degenerate, a strong law of large numbers (SLLN) and a central limit theorem (CLT) for solutions are established and the corresponding rates of convergence are estimated. It is also shown that the estimates obtained are close to being optimal. The proofs are based on the property of exponential mixing for the problem in question and some abstract SLLN and CLT for mixing-type Markov processes.
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页码:215 / 247
页数:33
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