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arxiv: 1810.09492 · v1 · pith:RA5VP6RTnew · submitted 2018-10-22 · 🧮 math.PR

A Central Limit Theorem for the stochastic heat equation

classification 🧮 math.PR
keywords centralequationheatlimitstochastictheoremconsiderconverges
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We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal distribution as $R$ tends to infinity, after renormalization. We also show a functional version of this central limit theorem.

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