Cardiff University | Prifysgol Caerdydd ORCA
Online Research @ Cardiff 
WelshClear Cookie - decide language by browser settings

Almost sure central limit theorems for parabolic/hyperbolic Anderson models with Gaussian colored noises

Xia, Panqiu and Zheng, Guangqu 2025. Almost sure central limit theorems for parabolic/hyperbolic Anderson models with Gaussian colored noises. Journal of Theoretical Probability
Item availability restricted.

[thumbnail of XZ24_JTP3..pdf] PDF - Accepted Post-Print Version
Restricted to Repository staff only

Download (376kB)
[thumbnail of Provisional file] PDF (Provisional file) - Accepted Post-Print Version
Download (17kB)

Abstract

This short note is devoted to establishing the almost sure central limit theorem for the parabolic/hyperbolic Anderson models driven by colored-in-time Gaussian noises, completing recent results on quantitative central limit theorems for stochastic partial differential equations. We combine the second-order Gaussian Poincare inequality with Ibragimov and Lifshits' method of characteristic functions, effectively overcoming the challenge from the lack of Ito tools in this colored-in-time setting, and achieving results that are inaccessible with previous methods.

Item Type: Article
Status: In Press
Schools: Schools > Mathematics
Publisher: Springer
ISSN: 0894-9840
Date of First Compliant Deposit: 26 March 2025
Date of Acceptance: 8 March 2025
Last Modified: 27 Mar 2025 13:00
URI: https://orca.cardiff.ac.uk/id/eprint/177189

Actions (repository staff only)

Edit Item Edit Item

Downloads

Downloads per month over past year

View more statistics